Subset regression time series and its modeling procedures
type: Item
instance of: scholarly article
title: Subset regression time series and its modeling procedures
zbMATH Open document ID: 0687.62073
DOI: 10.1016/0047-259X(89)90067-5
author: Junyuan Ni
author: Zhao-Guo Chen
published in: Journal of Multivariate Analysis
publication date: 1989-01-01T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62J05
Mathematics Subject Classification ID: 62F10
zbMATH DE Number: 4126529
zbMATH Keywords: least squares estimators
zbMATH Keywords: AIC
zbMATH Keywords: BIC
zbMATH Keywords: sweeping algorithm
zbMATH Keywords: law of the
zbMATH Keywords: iterated logarithm
zbMATH Keywords: identification
zbMATH Keywords: linear time series
zbMATH Keywords: ARMA series
zbMATH Keywords: recursions
zbMATH Keywords: order
zbMATH Keywords: ARMA residuals
zbMATH Keywords: consistency
zbMATH Keywords: convergence rate of LS estimation of regression parameters
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 4126529