On a criterion for the selection of models for stationary time series

Author:

Linhart H.,Volkers P.

Publisher

Springer Science and Business Media LLC

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference20 articles.

1. Akaike, H.: Fitting autoregressive models for prediction. Ann. Inst. Statist. Math.21, 1969, 243–247.

2. —: Statistical predictor identification. Ann. Inst. Statist. Math.22, 1970, 203–217.

3. Akaike, H.: Information theory and an extension of the maximum likelihood principle. In: Petrov and Czaki, ed.'s, Proc. 2nd Int. Symp. on Inf. Theory, 1973, 267–281.

4. Anděl, J.: Fitting models in time series analysis. Math. Operationsforsch. Statist., Ser. Statistics13, 1982, 121–143.

5. Anderson, T.W.: Determination of the order of dependence in normally distributed time series. In: M. Rosenblatt (Ed.), Time Series Analysis, J. Wiley, New York 1963, 425–446.

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