Estimation of the order of autoregressive process

DOI10.1080/00207727708942090MaRDI QIDQ4130801zbMATH OpenOpenAlexFDO

Authors Naohiro Ishii, Nobuo Suzumura

Publication date 1977

Published in International Journal of Systems Science. Principles and Applications of Systems and Integration (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00207727708942090

Mathematics Subject Classification ID

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

Cites work

• scientific article; zbMATH DE number 3136275 (Why is no real title available?)
• scientific article; zbMATH DE number 3223982 (Why is no real title available?)
• scientific article; zbMATH DE number 3103824 (Why is no real title available?)
• A Note on the Test of Serial Correlation Coefficients
• Fitting autoregressive models for prediction
• On Estimation of a Probability Density Function and Mode

Cited in

(2)

• Model-structure selection by cross-validation
• Evaluation of an autoregressive process by information measure

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