A Note on the Selection of Time Series Models
- 11 January 2005
- journal article
- research article
- Published by Wiley in Oxford Bulletin of Economics and Statistics
- Vol. 67 (1), 115-134
- https://doi.org/10.1111/j.1468-0084.2005.00113.x
Abstract
No abstract availableKeywords
This publication has 5 references indexed in Scilit:
- Introduction to Multiple Time Series AnalysisPublished by Springer Science and Business Media LLC ,1993
- Asymptotically Efficient Selection of the Order of the Model for Estimating Parameters of a Linear ProcessThe Annals of Statistics, 1980
- Estimating the Dimension of a ModelThe Annals of Statistics, 1978
- Some Comments on C PTechnometrics, 1973
- Fitting autoregressive models for predictionAnnals of the Institute of Statistical Mathematics, 1969