On a Criterion for the Selection of Models for Stationary Time Series.

H. Linhart; P. Volkers

Metrika (1985)

  • Volume: 32, page 181-196
  • ISSN: 0026-1335; 1435-926X/e

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Linhart, H., and Volkers, P.. "On a Criterion for the Selection of Models for Stationary Time Series.." Metrika 32 (1985): 181-196. <http://eudml.org/doc/176002>.

@article{Linhart1985,
author = {Linhart, H., Volkers, P.},
journal = {Metrika},
keywords = {misspecification; model selection; model fitting; ARMA models; stationary time series; spectral density},
pages = {181-196},
title = {On a Criterion for the Selection of Models for Stationary Time Series.},
url = {http://eudml.org/doc/176002},
volume = {32},
year = {1985},
}

TY - JOUR
AU - Linhart, H.
AU - Volkers, P.
TI - On a Criterion for the Selection of Models for Stationary Time Series.
JO - Metrika
PY - 1985
VL - 32
SP - 181
EP - 196
KW - misspecification; model selection; model fitting; ARMA models; stationary time series; spectral density
UR - http://eudml.org/doc/176002
ER -

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