✦ LIBER ✦

Selecting the order of autoregressive models from small samples

✍ Scribed by Broersen, P.

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Order selection of autoregressive models

✍ Djuric, P.M.; Kay, S.M. 📂 Article 📅 1992 🏛 IEEE 🌐 English ⚖ 445 KB

The prediction error of autoregressive s

✍ Broersen, P.M.T. 📂 Article 📅 1990 🏛 IEEE ⚖ 286 KB

Autoregressive model order selection by

✍ Broersen, P.M.T.; Wensink, H.E. 📂 Article 📅 1998 🏛 IEEE 🌐 English ⚖ 159 KB

The effects of small sample bias in Thre

✍ Yamin S. Ahmad 📂 Article 📅 2008 🏛 Elsevier Science 🌐 English ⚖ 215 KB

The sampling distribution of forecasts f

✍ Peter C.B. Phillips 📂 Article 📅 1979 🏛 Elsevier Science 🌐 English ⚖ 934 KB

On the penalty factor for autoregressive

✍ Broersen, P.M.T.; Wensink, H.E. 📂 Article 📅 1996 🏛 IEEE 🌐 English ⚖ 669 KB