Asymptotic efficiency of the order selection of a nongaussian AR process

Statistica Sinica

Volumn 7, Issue 2, 1997, Pages 407-423

  Karagrigoriou, Alexandros ^a  

^a UNIVERSITY OF CYPRUS   (Cyprus)

Author keywords

AR processes; Asymptotic efficiency; Brillinger's mixing condition; Model selection criteria; Spectral density

Indexed keywords

EID: 0031500481     PISSN: 10170405     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

References (23)

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