Order selection for same-realization predictions in autoregressive processes

Annals of Statistics

Volumn 33, Issue 5, 2005, Pages 2423-2474

  Ing, Ching Kang ^a   Wei, Ching Zong ^a  

^a NATIONAL TAIWAN UNIVERSITY   (Taiwan)

Author keywords

Akaike's information criterion; Asymptotic efficiency; Autoregressive process; Order selection; Same realization prediction

Indexed keywords

EID: 30344477676     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: 10.1214/009053605000000525     Document Type: Article

References (30)

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