On the validity of Akaike's identity for random fields

DOI10.1016/j.jeconom.2020.04.044zbMath1471.62466OpenAlexW3080508400MaRDI QIDQ2024441

Marco Meyer, Carsten Jentsch

Publication date: 4 May 2021

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2020.04.044

zbMATH Keywords

random fields\(L^2\)-projectionYule-Walker equationsfinite predictor coefficients

Mathematics Subject Classification ID

Random fields; image analysis (62M40) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)

Related Items (1)

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