More on autoregressive model fitting with noisy data by Akaike's information criterion (Corresp.)

DOI10.1109/TIT.1977.1055706zbMATH Open0352.62083OpenAlexW4236767341MaRDI QIDQ4122680FDOQ4122680

Howell Tong

Publication date: 1977

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tit.1977.1055706

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of parametric tests (62F05)

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