An Improvement of Akaike's FPE Criterion to Reduce its Variability

• 1 July 1998
• journal article
• Published by Wiley in Journal of Time Series Analysis
• Vol. 19  (4) , 457-471
• https://doi.org/10.1111/1467-9892.00103

Abstract

Keywords

• ASYMPTOTIC EFFICIENCY
• CONSISTENCY
• LINEAR PREDICTORS
• ORDER IDENTIFICATION