scientific article; zbMATH DE number 3757567

MaRDI QIDQ3940703zbMATH OpenFDO

Authors Genshiro Kitagawa, Hirotugu Akaike

Publication date 1981

zbMATH Keywords

AICautoregressive model fittingautoregressive moving average modelscontrolinformation criterionpredictiontime series analysis program

Mathematics Subject Classification ID

Software, source code, etc. for problems pertaining to statistics (62-04) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Probabilistic methods, stochastic differential equations (65C99)

Cited in

(6)

• Likelihood analysis of spatial inhomogeneity for marked point patterns
• Covariance matrix computation of the state variable of a stationary Gaussian process
• On the use of the predictive likelihood of a Gaussian model
• Likelihood of a model and information criteria
• An approach to the nonstationary process analysis
• An approach to the nonstationary process analysis

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