STRONG CONSISTENCY OF THE PLS CRITERION FOR ORDER DETERMINATION OF AUTOREGRESSIVE PROCESSES

被引：42

作者：

HEMERLY, EM ^{[1
]}

DAVIS, MHA ^{[1
]}

机构：

[1] UNIV LONDON IMPERIAL COLL SCI & TECHNOL,DEPT ELECT ENGN,LONDON SW7 2BT,ENGLAND

来源：

关键词：

D O I：

10.1214/aos/1176347154

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

页码：941 / 946

页数：6

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