scientific article; zbMATH DE number 3720226

MaRDI QIDQ3909877zbMATH OpenFDO

Authors Hirotugu Akaike

Publication date 1978

zbMATH Keywords

controlnumerical examplesparametric modelstime series analysis

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Estimation and detection in stochastic control theory (93E10)

Cited in

(4)

• Asymptotic bootstrap corrections of AIC for linear regression models
• A large-sample model selection criterion based on Kullback's symmetric divergence
• Modeling stock markets' volatility using GARCH models with normal, Student's t and stable Paretian distributions
• Analysis and simulation of strong earthquake ground motions using ARMA models

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