ON THE CHOICE OF THE ORDER OF AUTOREGRESSIVE MODELS: A RANKING AND SELECTION APPROACH

DOI10.1111/j.1467-9892.1984.tb00383.xzbMath0544.62086MaRDI QIDQ3333928

Quang Phuc Duong

Publication date: 1984

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9892.1984.tb00383.x

zbMATH Keywords

Akaike's information criterion; model identification; estimating the order of autoregressive models; sampling variations

Mathematics Subject Classification ID

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62F07: Statistical ranking and selection procedures

Related Items

The combination of forecasts: A ranking and subset selection approach, The distribution of the run length in CUSUM procedures

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