Evaluation of an autoregressive process by information measure

DOI10.1080/00207727808941733MaRDI QIDQ4170128zbMATH OpenOpenAlexWikidataFDO

Authors Naohiro Ishii, Akira Iwata, Nobuo Suzumura

Publication date 1978

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/10.1080/00207727808941733

Mathematics Subject Classification ID

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

Cites work

• scientific article; zbMATH DE number 3444596 (Why is no real title available?)
• Estimation of the order of autoregressive process
• On the parametrization of autoregressive models by partial autocorrelations

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