A DERIVATION OF THE INFORMATION CRITERIA FOR SELECTING AUTOREGRESSIVE MODELS

被引：11
|
作者：
BHANSALI, RJ
机构：
来源：
ADVANCES IN APPLIED PROBABILITY | 1986年 / 18卷 / 02期
关键词：
D O I：
10.2307/1427304
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
引用
收藏
页码：360 / 387
页数：28
相关论文
共 50 条
  • [31] Information criteria and selection of vibration models
    Ruzek, Michal
    Guyader, Jean-Louis
    Pezerat, Charles
    JOURNAL OF THE ACOUSTICAL SOCIETY OF AMERICA, 2014, 136 (06): : 3040 - 3050
  • [32] Performance of Akaike Information Criterion and Bayesian Information Criterion in Selecting Partition Models and Mixture Models
    Liu, Qin
    Charleston, Michael A.
    Richards, Shane A.
    Holland, Barbara R.
    SYSTEMATIC BIOLOGY, 2023, 72 (01) : 92 - 105
  • [33] Focused information criterion for locally misspecified vector autoregressive models
    Lohmeyer, Jan
    Palm, Franz
    Reuvers, Hanno
    Urbain, Jean-Pierre
    ECONOMETRIC REVIEWS, 2019, 38 (07) : 763 - 792
  • [34] USING SPATIAL CONTIGUITY AS PRIOR INFORMATION IN VECTOR AUTOREGRESSIVE MODELS
    PAN, Z
    LESAGE, JP
    ECONOMICS LETTERS, 1995, 47 (02) : 137 - 142
  • [35] Selecting velocity models using Bayesian Information Criterion
    Danek, Tomasz
    Gierlach, Bartosz
    Kaderali, Ayiaz
    Slawinski, Michael A.
    Stanoev, Theodore
    GEOPHYSICAL PROSPECTING, 2023, 71 (05) : 811 - 815
  • [36] Integrated deviance information criterion for spatial autoregressive models with heteroskedasticity
    Dogan, Osman
    SPATIAL STATISTICS, 2024, 61
  • [37] Linear autoregressive processes with periodic structures as models of information signals
    Zvarich V.N.
    Marchenko B.G.
    Radioelectronics and Communications Systems, 2011, 54 (7) : 367 - 372
  • [38] CRITERIA FOR SELECTING MEASURES OF PLANT INFORMATION WITH APPLICATION TO NUCLEAR-REACTORS
    KIGUCHI, T
    SHERIDAN, TB
    IEEE TRANSACTIONS ON SYSTEMS MAN AND CYBERNETICS, 1979, 9 (04): : 165 - 175
  • [39] THE USE OF DECISION CRITERIA IN SELECTING INFORMATION-SYSTEMS TECHNOLOGY INVESTMENTS
    BACON, CJ
    MIS QUARTERLY, 1992, 16 (03) : 335 - 353
  • [40] Accumulated prediction errors, information criteria and optimal forecasting for autoregressive time series
    Ing, Ching-Kang
    ANNALS OF STATISTICS, 2007, 35 (03): : 1238 - 1277
12345