Some properties of the order of an autoregressive model selected by a generalization of Akaike̊s EPF criterion

Biometrika

Volumn 64, Issue 3, 1977, Pages 547-551

  Bhansali, R J ^a   Downham, D Y ^a  

^a UNIVERSITY OF LIVERPOOL   (United Kingdom)

Author keywords

Akaike's FPE criterion; Autoregresaive process; Random walk; Time series

Indexed keywords

MODEL; STATISTICS;

EID: 0017657558     PISSN: 00063444     EISSN: None     Source Type: Journal    
DOI: 10.1093/biomet/64.3.547     Document Type: Article

References (0)