Estimation of the order of autoregressive process

DOI10.1080/00207727708942090zbMath0358.62062OpenAlexW2024335075MaRDI QIDQ4130801

Naohiro Ishii, Nobuo Suzumura

Publication date: 1977

Published in: International Journal of Systems Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207727708942090

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (2)

Model-structure selection by cross-validation ⋮ Evaluation of an autoregressive process by information measure

Cites Work

• Fitting autoregressive models for prediction
• On Estimation of a Probability Density Function and Mode
• A Note on the Test of Serial Correlation Coefficients
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