scientific article
From MaRDI portal
Publication:3963907
zbMath0498.62078MaRDI QIDQ3963907
Publication date: 1982
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
asymptotic propertiesGaussian processwhite noiseoverestimationspectral densityARMA modelsAkaike criterionautocorrelation test
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: hypothesis testing (62M07)
Related Items (4)
ON THE UNBIASEDNESS PROPERTY OF AIC FOR EXACT OR APPROXIMATING LINEAR STOCHASTIC TIME SERIES MODELS ⋮ Estimating the dimension of a linear system ⋮ Testing in locally conic models, and application to mixture models ⋮ Consistent model and moment selection procedures for GMM estimation with application to dynamic panel data models
This page was built for publication:
