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Akaike Approach can Yield Consistent Order Determination

Tong, Howell (1994) Akaike Approach can Yield Consistent Order Determination. In: Bozdogan, H. and Sclove, S.L. and Kitagawa, G. and Gupta, A.K. and Ozaki, T. and Haughton, D. and Tanabe, K., eds. Proceedings of the First US/Japan Conference on the Frontiers of Statistical Modeling: An Informational Approach. Kluwer Academic, A93-A103. ISBN 978-94-010-4374-8. E-ISBN 978-94-011-0866-9. (doi:10.1007/978-94-011-0866-9_7) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided)

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Official URL
http://dx.doi.org/10.1007/978-94-011-0866-9_7

Abstract

More than twenty years ago, Akaike proposed what is nowadays called the AIC approach to the determination of the order of a linear autoregressive (LAR) model.

Item Type: Book section
DOI/Identification number: 10.1007/978-94-011-0866-9_7
Subjects: H Social Sciences > HA Statistics
Divisions: Faculties > Sciences > School of Mathematics Statistics and Actuarial Science > Statistics
Depositing User: P. Ogbuji
Date Deposited: 05 Oct 2009 17:38 UTC
Last Modified: 06 Aug 2019 10:15 UTC
Resource URI: https://kar.kent.ac.uk/id/eprint/20072 (The current URI for this page, for reference purposes)
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