A NOTE ON AIC ORDER DETERMINATION FOR MULTIVARIATE AUTOREGRESSIONS (Q3821443): Difference between revisions

@@ Property / author @@
-Barry G. Quinn
@@ Property / author: Barry G. Quinn / rank @@
-Normal rank
@@ Property / author @@
+Barry G. Quinn
@@ Property / author: Barry G. Quinn / rank @@
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+MaRDI publication profile
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+https://doi.org/10.1111/j.1467-9892.1988.tb00468.x
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+W2112900209
@@ Property / OpenAlex ID: W2112900209 / rank @@
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@@ Property / cites work @@
+Fitting autoregressive models for prediction
@@ Property / cites work: Fitting autoregressive models for prediction / rank @@
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+Statistical predictor identification
@@ Property / cites work: Statistical predictor identification / rank @@
+Normal rank
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+The Lindeberg-Levy Theorem for Martingales
@@ Property / cites work: The Lindeberg-Levy Theorem for Martingales / rank @@
+Normal rank
@@ Property / cites work @@
+Q5512461
@@ Property / cites work: Q5512461 / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic distribution of the order selected by AIC in multivariate autoregressive model fitting
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+A Combinatorial Lemma and Its Application to Probability Theory
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@@ Property / cites work @@
+On the fitting of multivariate autoregressions, and the approximate canonical factorization of a spectral density matrix
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+On model selection and the arc sine laws
@@ Property / cites work: On model selection and the arc sine laws / rank @@
+Normal rank