scientific article; zbMATH DE number 777877
From MaRDI portal
Publication:4840384
zbMath0822.62071MaRDI QIDQ4840384
Changhua Chen, Richard A. Davis, Zhi-Dong Bai, Peter J. Brockwell
Publication date: 24 July 1995
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
maximum likelihood estimationresamplingautoregressive time seriesconsistent estimateAICBICorder selectionresampling procedureYule-Walker estimation\(AR (p)\) model
Related Items (2)
Smoothing non-Gaussian time series with autoregressive structure. ⋮ Model selection with data-oriented penalty
This page was built for publication: