Model specification and selection for multivariate time series-Reference-Cited by-同舟云学术

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Model specification and selection for multivariate time series

Published:2020-01 Issue: Volume:175 Page:104539
ISSN:0047-259X
Container-title:Journal of Multivariate Analysis
language:en
Short-container-title:Journal of Multivariate Analysis

Author:

Bhansali Rajendra J.

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Numerical Analysis,Statistics and Probability

Reference51 articles.

1. Autoregressive model fitting for control;Akaike;Ann. Inst. Statist. Math.,1971

2. Markovian representation of stochastic processes and its application to the analysis of autoregressive moving average process;Akaike;Ann. Inst. Statist. Math.,1974

3. Stochastic theory of minimal realization;Akaike;IEEE Trans. Automat. Control,1974

4. Canonical correlation analysis of time series and the use of an information criterion;Akaike,1976

5. Comments on ‘on model structure testing in system identification’;Akaike;Internat. J. Control,1978

Cited by 1 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. A novel multivariate time series combination prediction model;Communications in Statistics - Theory and Methods;2022-09-21

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