scientific article

zbMath0568.62083MaRDI QIDQ3685046

Dag Tjøstheim, Jostein Paulsen

Publication date: 1985

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

time seriesbiasleast squares estimatesorder determinationYule-Walker estimatesgeneral multivariate caseBurg-type estimatesoverestimation of the AIC criterionresidual variance of autoregressive processesstrongly autocorrelated processes

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Normality tests for dependent data: large-sample and bootstrap approaches ⋮ Bootstrap-assisted tests of symmetry for dependent data ⋮ Autoregressive approximation in nonstandard situations: the fractionally integrated and non-invertible cases ⋮ Selecting sub-set autoregressions from outlier contaminated data. ⋮ On explaining the surprising success of reservoir computing forecaster of chaos? The universal machine learning dynamical system with contrast to VAR and DMD ⋮ Testing for \(r\) versus \(r-1\) cointegrating vectors

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