The Determination of the Order of an Autoregression
Summary It is shown that a strongly consistent estimation procedure for the order of an autoregression can be based on the law of the iterated logarithm for the partial autocorr...
Publications
1 shownFrequent Co-Authors
Researcher Info
- h-index
- 1
- Publications
- 1
- Citations
- 2,946
- Institution
- Australian National University
External Links
Identifiers
- ORCID
- 0000-0003-2215-8098
Impact Metrics
h-index
1
h-index: Number of publications with at least h citations each.