✦ LIBER ✦

Order Selection in Nonstationary Autoregressive Models

✍ Scribed by Tsay, Ruey S.

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Order selection of autoregressive models

✍ Djuric, P.M.; Kay, S.M. 📂 Article 📅 1992 🏛 IEEE 🌐 English ⚖ 445 KB

Order selection for vector autoregressiv

✍ de Waele, S.; Broersen, P.M.T. 📂 Article 📅 2003 🏛 IEEE 🌐 English ⚖ 404 KB

Adaptive order selection for autoregress

✍ Chen, Chun-Shu; Lee, Yun-Huan; Hsu, Hung-Wei 📂 Article 📅 2013 🏛 Taylor and Francis Group 🌐 English ⚖ 215 KB

Order selection statistical test for non

✍ Mohamed L. Hambaba 📂 Article 📅 1993 🏛 Springer 🌐 English ⚖ 334 KB

Estimation in nonstationary random coeff

✍ István Berkes; Lajos Horváth; Shiqing Ling 📂 Article 📅 2009 🏛 John Wiley and Sons 🌐 English ⚖ 589 KB

Consistent estimation and order selectio

✍ Peter Burridge; Daniela Hristova 📂 Article 📅 2008 🏛 John Wiley and Sons 🌐 English ⚖ 581 KB