Order selection for heteroscedastic autoregression: A study on concentration

Statistics and Probability Letters

Volumn 80, Issue 23-24, 2010, Pages 1904-1910

  Chandler, Gabriel ^a  

^a POMONA COLLEGE   (United States)

Author keywords

Autoregression; Concentration; Non stationarity; Order selection

Indexed keywords

EID: 77958452933     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spl.2010.08.018     Document Type: Article

References (21)

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