ON THE PROBABILITY OF ERROR WHEN USING A GENERAL AKAIKE-TYPE CRITERION TO ESTIMATE AUTOREGRESSION ORDER
DOI10.1111/J.1467-9892.1993.TB00150.XzbMATH Open0780.62066OpenAlexW2039198986MaRDI QIDQ3141187FDOQ3141187
Authors: J. D. Hart, Peter Hall 
Publication date: 2 February 1994
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9892.1993.tb00150.x
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Cites Work
- Estimating the dimension of a model
- The estimation of the order of an ARMA process
- Fitting autoregressive models for prediction
- Modeling by shortest data description
- Non-Uniform Estimates, Moderate and Large Deviations in the Central Limit Theorem form-Dependent Random Variables
- A method for the derivation of limit theorems for sums of m-dependent random variables
- On the Relationship Between the S Array and the Box-Jenkins Method of ARMA Model Identification
- An objective use of Bayesian models
Cited In (2)
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