Model selection for integrated autoregressive processes of infinite order (Q765828)

From MaRDI portal





scientific article; zbMATH DE number 6017565
Language Label Description Also known as
English
Model selection for integrated autoregressive processes of infinite order
scientific article; zbMATH DE number 6017565

    Statements

    Model selection for integrated autoregressive processes of infinite order (English)
    0 references
    0 references
    0 references
    0 references
    22 March 2012
    0 references
    asymptotic efficiency
    0 references
    integrated AR\((\infty )\) processes
    0 references
    mean squared prediction error
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers