Inconsistency of the AIC rule for estimating the order of autoregressive models

DOI10.1109/TAC.1980.1102471zbMath0441.93032MaRDI QIDQ3883988

Rangasami L. Kashyap

Publication date: 1980

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

zbMATH Keywords

Akaike information criterionautoregressive models

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Estimation and detection in stochastic control theory (93E10)

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