A DERIVATION OF THE INFORMATION CRITERIA FOR SELECTING AUTOREGRESSIVE MODELS

[1] GOODNESS OF PREDICTION FIT [J]. BIOMETRIKA, 1975, 62 (03) : 547 - 554

[2] AITCHISON J, 1975, STATISTICAL PREDICTI

[3] AKAIKE H, 1979, BIOMETRIKA, V66, P237, DOI 10.1093/biomet/66.2.237

[4] LIKELIHOOD OF A MODEL AND INFORMATION CRITERIA [J]. JOURNAL OF ECONOMETRICS, 1981, 16 (01) : 3 - 14

[5] NEW LOOK AT STATISTICAL-MODEL IDENTIFICATION [J]. IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1974, AC19 (06) : 716 - 723

[6] STATISTICAL PREDICTOR IDENTIFICATION [J]. ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, 1970, 22 (02) : 203 - &

[7] AKAIKE H, 1983, UNPUB B INT STATIST, V50

[8] AKAIKE H, 1977, P S APPL STAT, P27

[9] Akaike H., 1973, 2 INT S INF THEOR, P267

[10] AMARAL MA, 1980, BIOMETRIKA, V67, P685

[1] GOODNESS OF PREDICTION FIT [J]. BIOMETRIKA, 1975, 62 (03) : 547 - 554

[2] AITCHISON J, 1975, STATISTICAL PREDICTI

[3] AKAIKE H, 1979, BIOMETRIKA, V66, P237, DOI 10.1093/biomet/66.2.237

[4] LIKELIHOOD OF A MODEL AND INFORMATION CRITERIA [J]. JOURNAL OF ECONOMETRICS, 1981, 16 (01) : 3 - 14

[5] NEW LOOK AT STATISTICAL-MODEL IDENTIFICATION [J]. IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1974, AC19 (06) : 716 - 723

[6] STATISTICAL PREDICTOR IDENTIFICATION [J]. ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, 1970, 22 (02) : 203 - &

[7] AKAIKE H, 1983, UNPUB B INT STATIST, V50

[8] AKAIKE H, 1977, P S APPL STAT, P27

[9] Akaike H., 1973, 2 INT S INF THEOR, P267

[10] AMARAL MA, 1980, BIOMETRIKA, V67, P685