On a Criterion for the Selection of Models for Stationary Time Series.
Metrika, Tome 32 (1985), pp. 181-196
Cet article a éte moissonné depuis la source European Digital Mathematics Library
Mots-clés :
misspecification, model selection, model fitting, ARMA models, stationary time series, spectral density
@article{MET_1985__32_176002,
author = {H. Linhart and P. Volkers},
title = {On a {Criterion} for the {Selection} of {Models} for {Stationary} {Time} {Series.}},
journal = {Metrika},
pages = {181--196},
year = {1985},
volume = {32},
zbl = {0606.62095},
url = {http://geodesic.mathdoc.fr/item/MET_1985__32_176002/}
}
H. Linhart; P. Volkers. On a Criterion for the Selection of Models for Stationary Time Series.. Metrika, Tome 32 (1985), pp. 181-196. http://geodesic.mathdoc.fr/item/MET_1985__32_176002/