REGRESSION AND TIME-SERIES MODEL SELECTION IN SMALL SAMPLES

被引:2599
作者
HURVICH, CM [1 ]
TSAI, CL [1 ]
机构
[1] UNIV CALIF DAVIS, DIV STAT, DAVIS, CA 95616 USA
关键词
D O I
10.1093/biomet/76.2.297
中图分类号
Q [生物科学];
学科分类号
07 ; 0710 ; 09 ;
摘要
引用
收藏
页码:297 / 307
页数:11
相关论文
共 24 条
[1]   BAYESIAN-ANALYSIS OF MINIMUM AIC PROCEDURE [J].
AKAIKE, H .
ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, 1978, 30 (01) :9-14
[2]   STATISTICAL PREDICTOR IDENTIFICATION [J].
AKAIKE, H .
ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, 1970, 22 (02) :203-&
[3]  
Akaike H., 1973, 2 INT S INFORM THEOR, V1, P610, DOI [DOI 10.1007/978-1-4612-1694-0_15, 10.1007/978-1-4612-1694-0_15]
[4]   RELATIONSHIP BETWEEN VARIABLE SELECTION AND DATA AUGMENTATION AND A METHOD FOR PREDICTION [J].
ALLEN, DM .
TECHNOMETRICS, 1974, 16 (01) :125-127
[6]   SOME PROPERTIES OF ORDER OF AN AUTOREGRESSIVE MODEL SELECTED BY A GENERALIZATION OF AKAIKES EPF CRITERION [J].
BHANSALI, RJ ;
DOWNHAM, DY .
BIOMETRIKA, 1977, 64 (03) :547-551
[7]  
Brockwell P. J., 1991, TIME SERIES THEORY M
[8]  
BURG JP, 1978, MODERN SPECTRUM ANAL, P42
[9]  
GALLANT AR, 1986, NONLINEAR STATISTICA
[10]   THE ESTIMATION OF THE ORDER OF AN ARMA PROCESS [J].
HANNAN, EJ .
ANNALS OF STATISTICS, 1980, 8 (05) :1071-1081