Some properties of the order of an autoregressive model selected by a generalization of Akaike∘s EPF criterion

Abstract

Journal Article Some properties of the order of an autoregressive model selected by a generalization of Akaike∘s EPF criterion Get access R. J . BHANSALI, R. J . BHANSALI Department of Computational and Statistical Science, University of Liverpool Search for other works by this author on: Oxford Academic Google Scholar D. Y. DOWNHAM D. Y. DOWNHAM Department of Computational and Statistical Science, University of Liverpool Search for other works by this author on: Oxford Academic Google Scholar Biometrika, Volume 64, Issue 3, December 1977, Pages 547–551, https://doi.org/10.1093/biomet/64.3.547 Published: 01 December 1977 Article history Received: 01 July 1976 Revision received: 01 March 1977 Published: 01 December 1977

Keywords

Akaike information criterionAutoregressive modelGeneralizationMathematicsStatisticsOrder (exchange)EconometricsApplied mathematicsMathematical analysis

Affiliated Institutions

University of Liverpool GB

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Publication Info

Year: 1977
Type: article
Volume: 64
Issue: 3
Pages: 547-551
Citations: 206
Access: Closed

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APA Style

                            
                                    R. J. Bhansali, 
                                
                                    D. Y. Downham
                                
                            (1977). 
                            Some properties of the order of an autoregressive model selected by a generalization of Akaike∘s EPF criterion. 
                            Biometrika
                            , 64
                            (3)
                            , 547-551.
                            https://doi.org/10.1093/biomet/64.3.547

Identifiers

DOI: 10.1093/biomet/64.3.547