SELECTION OF ORDER OF AN AUTOREGRESSIVE MODEL BY AKAIKES INFORMATION CRITERION

被引：0

作者：

SHIBATA, R ^{[1
]}

机构：

[1] TOKYO INST TECHNOL,DEPT MATH,TOKYO,JAPAN

来源：

BIOMETRIKA | 1976年 / 63卷 / 01期

关键词：

D O I：

暂无

中图分类号：

Q [生物科学];

学科分类号：

07 ; 0710 ; 09 ;

摘要：

引用

页码：117 / 126

页数：10

共 13 条

[1]

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[6]

ANDERSON TW, 1971, STATISTICAL ANALYSIS

[7] ESTIMATION OF POWER SPECTRA WITH FINITE-ORDER AUTOREGRESSIVE MODELS [J].

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SHARPE, DR .

IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1973, AC18 (04) :367-369

[8] TABLES OF THE X2-INTEGRAL AND OF THE CUMULATIVE POISSON DISTRIBUTION [J].

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PEARSON, ES .

BIOMETRIKA, 1950, 37 (3-4) :313-325

[9] IDENTIFICATION AND AUTOREGRESSIVE SPECTRUM ESTIMATION [J].

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IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1974, AC19 (06) :894-898

[10] A LARGE-SAMPLE TEST FOR THE GOODNESS OF FIT OF AUTOREGRESSIVE SCHEMES [J].

QUENOUILLE, MH .

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