Asymptotic distribution of the order selected by AIC in multivariate autoregressive model fitting (Q3914266): Difference between revisions

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+https://doi.org/10.1080/00207178108922913
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+W2055257444
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+Autoregressive model fitting for control
@@ Property / cites work: Autoregressive model fitting for control / rank @@
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+Q5619190
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+Q5663204
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+Covariance characterization by partial autocorrelation matrices
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+A Large-Sample Test for the Goodness of Fit of Autoregressive Schemes
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+Selection of the order of an autoregressive model by Akaike's information criterion
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+On the fitting of multivariate autoregressions, and the approximate canonical factorization of a spectral density matrix
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+Publication:3914266