A Bayesian extension of the minimum aic procedure of autoregressive model fitting

Biometrika

Volumn 66, Issue 2, 1979, Pages 237-242

  Akaike, Hirotugu ^a  

^a INSTITUTE OF STATISTICAL MATHEMATICS   (Japan)

Author keywords

AIC; Autoregressive model; Bayesian procedure; FPE; Prediction

Indexed keywords

METHODOLOGY; STATISTICS;

EID: 85033517914     PISSN: 00063444     EISSN: None     Source Type: Journal    
DOI: 10.1093/biomet/66.2.237     Document Type: Article

References (0)