The asymptotic joint distribution of the estimated autoregressive coefficients

DOI10.1080/00207177808922411zbMath0386.93047OpenAlexW1985650516MaRDI QIDQ4168843

Howell Tong

Publication date: 1978

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207177808922411

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10)

Related Items (1)

Model-structure selection by cross-validation

Cites Work

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• System identification. A survey
• Statistical predictor identification
• Autoregressive model fitting with noisy data by Akaike's information criterion (Corresp.)
• Selection of the order of an autoregressive model by Akaike's information criterion
• On the Statistical Treatment of Linear Stochastic Difference Equations

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