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Selection of the Order of an Autoregressive Model by Akaike's Information Criterion

✍ Scribed by Ritei Shibata

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Some Properties of the Order of an Autor

✍ R. J. Bhansali and D. Y. Downham 📂 Article 📅 1977 🏛 Oxford University Press 🌐 English ⚖ 612 KB

Encyclopedia of Statistical Sciences ||

✍ Kotz, Samuel; Read, Campbell B.; Balakrishnan, N.; Vidakovic, Brani; Johnson, No 📂 Article 📅 2006 🏛 John Wiley & Sons, Inc. ⚖ 91 KB

More on autoregressive model fitting wit

✍ Tong, H. 📂 Article 📅 1977 🏛 IEEE 🌐 English ⚖ 273 KB

The choice of extremal models by Akaike'

✍ K.F. Turkman 📂 Article 📅 1985 🏛 Elsevier Science 🌐 English ⚖ 372 KB

The reliability of the Akaike informatio

✍ M. Y. J. Tan; Rahul Biswas 📂 Article 📅 2011 🏛 John Wiley and Sons 🌐 English ⚖ 385 KB

Comparison of Akaike information criteri

✍ Anderson, D. R.; Burnham, K. P.; White, G. C. 📂 Article 📅 1998 🏛 Taylor and Francis Group 🌐 English ⚖ 328 KB