A note on a local equivalence of two recent approaches to autoregressive order determination
暂无分享,去创建一个
This paper explores the interrelation between two recent approaches to autoregressive order determination.
[1] T. Anderson. Statistical analysis of time series , 1974 .
[2] R. Shibata. Selection of the order of an autoregressive model by Akaike's information criterion , 1976 .
[3] P. Whittle,et al. TESTS OF FIT IN TIME SERIES , 1952 .
[4] E. Parzen. Some recent advances in time series modeling , 1974 .
[5] Howell Tong,et al. Fitting a smooth moving average to noisy data (Corresp.) , 1976, IEEE Trans. Inf. Theory.