Asymptotically efficient order selection in nonstationary AR processes (Q5936978)
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scientific article; zbMATH DE number 1618224
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotically efficient order selection in nonstationary AR processes |
scientific article; zbMATH DE number 1618224 |
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Asymptotically efficient order selection in nonstationary AR processes (English)
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23 August 2001
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discrete time series
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autoregressive processes
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consistency
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model selection criteria
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nonstationary processes
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asymptotic efficiency
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