Asymptotically efficient selection of the order by the criterion autoregressive transfer function
type: Item
instance of: scholarly article
title: Asymptotically efficient selection of the order by the criterion autoregressive transfer function
zbMATH Open document ID: 0589.62083
author: R. J. Bhansali
published in: The Annals of Statistics
publication date: 1986-01-01T00:00:00Z
Mathematics Subject Classification ID: 62M20
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62M15
zbMATH DE Number: 3947473
zbMATH Keywords: asymptotic efficiency
zbMATH Keywords: order selection
zbMATH Keywords: prediction
zbMATH Keywords: spectral
zbMATH Keywords: estimation
zbMATH Keywords: autoregressive transfer function
zbMATH Keywords: generalized penalty function
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1214/aos/1176349858
OpenAlex ID: W2040322820
DOI: 10.1214/AOS/1176349858
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description: scientific article; zbMATH DE number 3947473