On Determination of the Order of an Autoregressive Model

Zhidong Bai, K. Subramanyam, L.C. Zhao

Type: Book-Chapter

Publication Date: 1989-01-01

Citations: 0

DOI: https://doi.org/10.1016/b978-0-12-580205-5.50009-4

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Works That Cite This (0)

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Works Cited by This (3)

Action	Title	Year	Authors
+	The Determination of the Order of an Autoregression	1979	E. J. Hannan Barry G. Quinn
+	Probability Inequalities for Sums of Independent Random Variables	1971	D. Kh. Fuk S. V. Nagaev
+ PDF Chat	The Estimation of the Order of an ARMA Process	1980	E. J. Hannan