scientific article

zbMath0593.62091MaRDI QIDQ3723540

Adrian E. Raftery

Publication date: 1985

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

zbMATH Keywords

BICmodelautocorrelation structureYule-Walker equationsAsymptotic propertieshigh-order Markov chaindiscrete-valued time-series

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05)

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