scientific article

zbMath0675.62060MaRDI QIDQ3830381

A. MacDougall, E. J. Hannan, D. S. Poskitt

Publication date: 1989

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

zbMATH Keywords

simulationnon-stationary processesspeech processingstrong consistencyminimum description length principleorder determinationmodel selection criterionrecursive estimation of autoregressive models

Mathematics Subject Classification ID

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

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