INCONSISTENCY OF THE AIC RULE FOR ESTIMATING THE ORDER OF AUTOREGRESSIVE MODELS

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

[2] ANDERSON TW, 1971, STATISTICAL ANAL TIM

[3] SOME PROPERTIES OF ORDER OF AN AUTOREGRESSIVE MODEL SELECTED BY A GENERALIZATION OF AKAIKES EPF CRITERION [J]. BIOMETRIKA, 1977, 64 (03) : 547 - 551

[4] Durbin J., 1960, ECONOMETRICA, V28, P233, DOI 10.2307/1401322

[5] BAYESIAN COMPARISON OF DIFFERENT CLASSES OF DYNAMIC-MODELS USING EMPIRICAL DATA [J]. IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1977, 22 (05) : 715 - 727

[6] KASHYAP RL, UNPUBLISHED

[7] Makhoul J., 1975, P IEEE, V63

[8] MARKEL JD, 1973, 10 SPEECH COMM LAB M

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

[2] ANDERSON TW, 1971, STATISTICAL ANAL TIM

[3] SOME PROPERTIES OF ORDER OF AN AUTOREGRESSIVE MODEL SELECTED BY A GENERALIZATION OF AKAIKES EPF CRITERION [J]. BIOMETRIKA, 1977, 64 (03) : 547 - 551

[4] Durbin J., 1960, ECONOMETRICA, V28, P233, DOI 10.2307/1401322

[5] BAYESIAN COMPARISON OF DIFFERENT CLASSES OF DYNAMIC-MODELS USING EMPIRICAL DATA [J]. IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1977, 22 (05) : 715 - 727

[6] KASHYAP RL, UNPUBLISHED

[7] Makhoul J., 1975, P IEEE, V63

[8] MARKEL JD, 1973, 10 SPEECH COMM LAB M