Author:
Hong-Zhi An,Zhao-Guo Chen
Abstract
This paper presents a review of recent results for the identification of ARMA processes according to the principles introduced by Akaike, i.e. assuming that the true orders exist and proposing criteria such as AIC and BIC. The development both of these methods and of consistency theory has been led by E. J. Hannan.
Publisher
Cambridge University Press (CUP)
Subject
Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability
Cited by
2 articles.
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