Selection of the order of an autoregressive model by Akaike's information criterion

DOI10.1093/BIOMET/63.1.117zbMath0358.62048OpenAlexW1977900532MaRDI QIDQ4130785

Ritei Shibata

Publication date: 1976

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/63.1.117

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05)

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