OPTIMAL CHOICE OF AR AND MA PARTS IN AUTOREGRESSIVE MOVING AVERAGE MODELS

[11] OPTIMAL FEATURE SELECTION AND DECISION RULES IN CLASSIFICATION PROBLEMS WITH TIME-SERIES [J]. IEEE TRANSACTIONS ON INFORMATION THEORY, 1978, 24 (03) : 281 - 288

[12] INCONSISTENCY OF THE AIC RULE FOR ESTIMATING THE ORDER OF AUTOREGRESSIVE MODELS [J]. IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1980, 25 (05) : 996 - 998

[13] STOCHASTIC-MODELS FOR CLOSED BOUNDARY ANALYSIS - REPRESENTATION AND RECONSTRUCTION [J]. IEEE TRANSACTIONS ON INFORMATION THEORY, 1981, 27 (05) : 627 - 637

[14] BAYESIAN COMPARISON OF DIFFERENT CLASSES OF DYNAMIC-MODELS USING EMPIRICAL DATA [J]. IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1977, 22 (05) : 715 - 727

[15] KASHYAP RL, 1982, JAN P IFAC S THEOR A

[16] Makhoul J., 1975, P IEEE, V63

[17] McCormick B. H., 1974, International Journal of Computer & Information Sciences, V3, P329, DOI 10.1007/BF00978978

[18] RAO CR, 1965, LINEAR STATISTICAL I

[19] MODELING BY SHORTEST DATA DESCRIPTION [J]. AUTOMATICA, 1978, 14 (05) : 465 - 471

[20] ESTIMATING DIMENSION OF A MODEL [J]. ANNALS OF STATISTICS, 1978, 6 (02) : 461 - 464

[11] OPTIMAL FEATURE SELECTION AND DECISION RULES IN CLASSIFICATION PROBLEMS WITH TIME-SERIES [J]. IEEE TRANSACTIONS ON INFORMATION THEORY, 1978, 24 (03) : 281 - 288

[12] INCONSISTENCY OF THE AIC RULE FOR ESTIMATING THE ORDER OF AUTOREGRESSIVE MODELS [J]. IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1980, 25 (05) : 996 - 998

[13] STOCHASTIC-MODELS FOR CLOSED BOUNDARY ANALYSIS - REPRESENTATION AND RECONSTRUCTION [J]. IEEE TRANSACTIONS ON INFORMATION THEORY, 1981, 27 (05) : 627 - 637

[14] BAYESIAN COMPARISON OF DIFFERENT CLASSES OF DYNAMIC-MODELS USING EMPIRICAL DATA [J]. IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1977, 22 (05) : 715 - 727

[15] KASHYAP RL, 1982, JAN P IFAC S THEOR A

[16] Makhoul J., 1975, P IEEE, V63

[17] McCormick B. H., 1974, International Journal of Computer & Information Sciences, V3, P329, DOI 10.1007/BF00978978

[18] RAO CR, 1965, LINEAR STATISTICAL I

[19] MODELING BY SHORTEST DATA DESCRIPTION [J]. AUTOMATICA, 1978, 14 (05) : 465 - 471

[20] ESTIMATING DIMENSION OF A MODEL [J]. ANNALS OF STATISTICS, 1978, 6 (02) : 461 - 464