ON THE CHOICE OF THE ORDER OF AUTOREGRESSIVE MODELS: A RANKING AND SELECTION APPROACH

DOI10.1111/J.1467-9892.1984.TB00383.XzbMath0544.62086OpenAlexW2048656173MaRDI QIDQ3333928

Quang Phuc Duong

Publication date: 1984

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9892.1984.tb00383.x

zbMATH Keywords

Akaike's information criterionmodel identificationestimating the order of autoregressive modelssampling variations

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Statistical ranking and selection procedures (62F07)

Related Items (2)

The combination of forecasts: A ranking and subset selection approach ⋮ The distribution of the run length in CUSUM procedures

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