Estimation of the order of autoregressive process

DOI10.1080/00207727708942090zbMATH Open0358.62062OpenAlexW2024335075MaRDI QIDQ4130801FDOQ4130801

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

• Title not available (Why is that?)
• Title not available (Why is that?)
• On Estimation of a Probability Density Function and Mode
• Fitting autoregressive models for prediction
• Title not available (Why is that?)
• A Note on the Test of Serial Correlation Coefficients

Cited In (2)

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

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