Akaike’s information criterion correction for the least-squares autoregressive spectral estimator-Reference-Cited by-同舟云学术

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Akaike’s information criterion correction for the least-squares autoregressive spectral estimator

Published:2011-02-01 Issue:6 Volume:32 Page:618-630
ISSN:0143-9782
Container-title:Journal of Time Series Analysis
language:en
Short-container-title:

Author:

Ioannidis Evangelos E.

Publisher

Wiley

Subject

Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1467-9892.2010.00719.x/fullpdf

Reference20 articles.

1. On finite sample theory for autoregressive model order selection;Broersen;IEEE Transactions on Signal Processing,1993

2. Autoregressive model order selection by a finite sample estimator for the Kullback-Leibler discrepancy;Broersen;IEEE Transactions on Signal Processing,1998

3. Fourier Analysis and Approximation

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