Order determination in general vector autoregressions.

Order determination in general vector autoregressions.

Бусад хувилбаруудыг харуулах (1)

In the application of autoregressive models the order of the model is often estimated using either a sequence of likelihood ratio tests or a likelihood based information criterion. The consistency of such procedures has been discussed extensively under the assumption that the characteristic roots of...

Бүрэн тодорхойлолт

Номзүйн дэлгэрэнгүй
Үндсэн зохиолч:	Nielsen, B
Бусад зохиолчид:	Ho, H
Формат:	Book section
Хэл сонгох:	English
Хэвлэсэн:	Institute of Mathematical Statistics 2006

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