Asymptotically efficient order selection in nonstationary AR processes
| Year of publication: |
2000
|
|---|---|
| Authors: | Karagrigoriou, Alex |
| Published in: |
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. - Springer. - Vol. 9.2000, 2, p. 371-391
|
| Publisher: |
Springer |
| Subject: | asymptotic efficiency | autoregressive processes | consistency | model selection criteria | nonstationary processes |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005759595