Add to ORKGTo determine the order of an autoregressive model, a new method based on information theoretic criterion is proposed. This method is shown to be strongly consistent and the convergence rate of the probability of wrong determination is established.autoregressive model convergence rate strong consistency time series
This study is undertaken with the objective of investigating the performance of Akaike’s Information...
In this paper we deal with the problem of fitting an au-toregression of order p to given data coming...
In this paper we deal with the problem of fitting an autoregression of order p to given data coming ...
AbstractTo determine the order of an autoregressive model, a new method based on information theoret...
AbstractTo determine the order of an autoregressive model, a new method based on information theoret...
In the application of autoregressive models the order of the model is often estimated using either a...
Graduation date: 1980Finite order autoregressive models for time series are often\ud used for predic...
In this paper, the selection procedure of the order of an autoregressive process of order P, AR(p) u...
This correspondence addresses the problem of order determination of autoregressive models by Bayesia...
This correspondence addresses the problem of order determination of autoregressive models by Bayesia...
The purpose of this paper is to compare different autoregressive models performance in case of incor...
This correspondence addresses the problem of order determination of autoregressive models by Bayesia...
We give a brief introduction to deterministic chaos and a link between chaotic deterministic models ...
This study is undertaken with the objective of investigating the performance of Akaike’s Information...
This study is undertaken with the objective of investigating the performance of Akaike’s Information...
This study is undertaken with the objective of investigating the performance of Akaike’s Information...
In this paper we deal with the problem of fitting an au-toregression of order p to given data coming...
In this paper we deal with the problem of fitting an autoregression of order p to given data coming ...
AbstractTo determine the order of an autoregressive model, a new method based on information theoret...
AbstractTo determine the order of an autoregressive model, a new method based on information theoret...
In the application of autoregressive models the order of the model is often estimated using either a...
Graduation date: 1980Finite order autoregressive models for time series are often\ud used for predic...
In this paper, the selection procedure of the order of an autoregressive process of order P, AR(p) u...
This correspondence addresses the problem of order determination of autoregressive models by Bayesia...
This correspondence addresses the problem of order determination of autoregressive models by Bayesia...
The purpose of this paper is to compare different autoregressive models performance in case of incor...
This correspondence addresses the problem of order determination of autoregressive models by Bayesia...
We give a brief introduction to deterministic chaos and a link between chaotic deterministic models ...
This study is undertaken with the objective of investigating the performance of Akaike’s Information...
This study is undertaken with the objective of investigating the performance of Akaike’s Information...
This study is undertaken with the objective of investigating the performance of Akaike’s Information...
In this paper we deal with the problem of fitting an au-toregression of order p to given data coming...
In this paper we deal with the problem of fitting an autoregression of order p to given data coming ...