On a search procedure for the optimal AR-MA order-Reference-Cited by-同舟云学术

On a search procedure for the optimal AR-MA order

Published:1977-12 Issue:1 Volume:29 Page:319-332
ISSN:0020-3157
Container-title:Annals of the Institute of Statistical Mathematics
language:en
Short-container-title:Ann Inst Stat Math

Author:

Kitagawa Genshiro

Publisher

Springer Science and Business Media LLC

Subject

Statistics and Probability

Link

http://link.springer.com/content/pdf/10.1007/BF02532795.pdf

Reference5 articles.

1. Akaike, H. (1974). Markovian representation of stochastic processes and its application to the analysis of autoregressive moving average processes,Ann. Inst. Statist. Math.,26, 367–387.

2. Computer Science Monographs;H. Akike,1975

3. Akaike, H. (1976). Canonical correlation analysis of time series and the use of an information criterion, System Identification:Advances and Case studies, (R. K. Mehra and D. G. Lainiotis, eds.), Academic Press, New York, 27–96.

4. Akaike, H. (1976). Personal communication.

5. Proc. Symposium on Applications of Statistics;H. Akaike,1977

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