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 |
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