Selection of the order of an autoregressive model by Akaike's information criterion

SHIBATA, RITEI

doi:10.1093/biomet/63.1.117

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Selection of the order of an autoregressive model by Akaike's information criterion

Author(s): RITEI SHIBATA

Publication date Created: 1976

Publication date (Print): 1976

Journal: Biometrika

Publisher: Oxford University Press (OUP)

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Title: Biometrika

Abbreviated Title: Biometrika

Publisher: Oxford University Press (OUP)

ISSN (Print): 0006-3444

ISSN (Electronic): 1464-3510

Publication date Created: 1976

Publication date (Print): 1976

Volume: 63

Issue: 1

Pages: 117-126

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DOI: 10.1093/biomet/63.1.117

SO-VID: 7fb2dd58-5c90-4da0-9f42-6f6ae6a08274

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Selection of the order of an autoregressive model by Akaike's information criterion

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