Publisher
Institute of Electrical and Electronics Engineers (IEEE)
Subject
Library and Information Sciences,Computer Science Applications,Information Systems
Cited by
44 articles.
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1. Model Selection;Handbook of Financial Time Series;2009
2. Bibliography;Introduction to Statistical Time Series;2008-05-27
3. FINITE-SAMPLE PROPERTIES OF FORECASTS FROM THE STATIONARY FIRST-ORDER AUTOREGRESSIVE MODEL UNDER A GENERAL ERROR DISTRIBUTION;Econometric Theory;2007-04-25
4. Structural Equation Modeling;Statistics: A Series of Textbooks and Monographs;2006-10-11
5. On finite sample statistics for Yule-Walker estimates;IEEE Transactions on Information Theory;2003-02