Evaluation of an autoregressive process by information measure

DOI10.1080/00207727808941733zbMath0388.62083OpenAlexW1972016315WikidataQ126249288 ScholiaQ126249288MaRDI QIDQ4170128

Nobuo Suzumura, Naohiro Ishii, Akira Iwata

Publication date: 1978

Published in: International Journal of Systems Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207727808941733

Mathematics Subject Classification ID

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

Cites Work

• On the parametrization of autoregressive models by partial autocorrelations
• Estimation of the order of autoregressive process
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