论文信息 - More on autoregressive model fitting with noisy data by Akaike's information criterion (Corresp.)

More on autoregressive model fitting with noisy data by Akaike's information criterion (Corresp.)

Tong has proposed an objective method, based on Akaike's information criterion (AIC), for the determination of the order of an autoregressive (AR) model with noisy data; some extensions of this proposed method are discussed.

H. Tong

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