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Some Properties of the Order of an Autoregressive Model Selected by a Generalization of Akaike's EPF Criterion
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Some Properties of the Order of an Autoregressive Model Selected by a Generalization of Akaike's EPF Criterion
Some Properties of the Order of an Autoregressive Model Selected by a Generalization of Akaike's EPF Criterion
RB
R. J. Bhansali
R. J. Bhansali
DD
D. Y. Downham
D. Y. Downham
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1 December 1977
journal article
Published by
JSTOR
in
Biometrika
Vol. 64
(3)
,
547
https://doi.org/10.2307/2345331
Abstract
No abstract available
Keywords
MODEL SELECTED
EPF CRITERION
AUTOREGRESSIVE MODEL
AKAIKE'S EPF
PROPERTIES
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Cited by 22 articles
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