Found 13 Documents (Results 1–13)
AR order selection in the case when the model parameters are estimated by forgetting factor least-squares algorithms. (English) Zbl 1177.94087
Accumulated prediction errors, information criteria and optimal forecasting for autoregressive time series. (English) Zbl 1118.62097
Testing the order of a model. (English) Zbl 1096.62016
The effects of different choices of order for autoregressive approximation on the Gaussian likelihood estimates for ARMA models. (English) Zbl 1010.62082
On Rissanen’s predictive stochastic complexity for stationary ARMA processes. (English) Zbl 0816.62072
Strongly consistent estimation of the order of stochastic control systems (CARMA model). (English) Zbl 0757.93085
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