CROSS‐VALIDATORY CHOICE OF A SPECTRUM ESTIMATE AND ITS CONNECTIONS WITH AIC
- 1 March 1990
- journal article
- Published by Wiley in Journal of Time Series Analysis
- Vol. 11 (2) , 121-137
- https://doi.org/10.1111/j.1467-9892.1990.tb00046.x
Abstract
No abstract availableKeywords
This publication has 7 references indexed in Scilit:
- DETERMINING THE BANDWIDTH OF A KERNEL SPECTRUM ESTIMATEJournal of Time Series Analysis, 1987
- Data-Driven Choice of a Spectrum Estimate: Extending the Applicability of Cross-Validation MethodsJournal of the American Statistical Association, 1985
- Data-Driven Choice of a Spectrum Estimate: Extending the Applicability of Cross-Validation MethodsJournal of the American Statistical Association, 1985
- ON THE UNBIASEDNESS PROPERTY OF AIC FOR EXACT OR APPROXIMATING LINEAR STOCHASTIC TIME SERIES MODELSJournal of Time Series Analysis, 1985
- Maximum likelihood estimates of incorrect Markov models for time series and the derivation of AICJournal of Applied Probability, 1980
- A new look at the statistical model identificationIEEE Transactions on Automatic Control, 1974
- Consistent Autoregressive Spectral EstimatesThe Annals of Statistics, 1974