FITTING AUTOREGRESSIVE MODELS FOR PREDICTION

被引：1797

作者：

AKAIKE, H

机构：

来源：

关键词：

D O I：

10.1007/BF02532251

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

[No abstract available]

引用

页码：243 / &

共 9 条

[1] ON USE OF A LINEAR MODEL FOR IDENTIFICATION OF FEEDBACK SYSTEMS
AKAIKE, H
[J]. ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, 1968, 20 (03) : 425 - &
[2] A METHOD OF STATISTICAL IDENTIFICATION OF DISCRETE TIME PARAMETER LINEAR SYSTEMS
AKAIKE, H
[J]. ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, 1969, 21 (02) : 225 - &
[3] AKAIKE H, 1967, SPECTRAL ANAL TIME S, P81
[4] Blackman RB, 1959, MEASUREMENT POWER SP
[5] EFFICIENT ESTIMATION OF PARAMETERS IN MOVING-AVERAGE MODELS
DURBIN, J
[J]. BIOMETRIKA, 1959, 46 (3-4) : 306 - 316
[6] Durbin J., 1960, ECONOMETRICA, V28, P233, DOI [10.2307/1401322 0101.35604, 10.2307/1401322]
[7] PARZEN E, 1968, 11 STANF U STAT DEP
[8] PARZEN E, 1968, 12 STANF U STAT DEP
[9] [No title captured]