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Order selection for heteroscedastic autoregression: a study on concentration - MaRDI portal

Order selection for heteroscedastic autoregression: a study on concentration (Q613183)

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scientific article; zbMATH DE number 5828050
Language Label Description Also known as
English
Order selection for heteroscedastic autoregression: a study on concentration
scientific article; zbMATH DE number 5828050

    Statements

    Order selection for heteroscedastic autoregression: a study on concentration (English)
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    20 December 2010
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    autoregression
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    order selection
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    non-stationarity
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    concentration
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    Identifiers