EFFECTS OF NOT KNOWING THE ORDER OF AN AUTOREGRESSIVE PROCESS ON THE MEAN SQUARED ERROR OF PREDICTION .1.

被引：47

作者：

BHANSALI, RJ

机构：

来源：

关键词：

D O I：

10.2307/2287516

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

页码：588 / 597

页数：10

共 37 条

[1]

AKAIKE H, 1979, BIOMETRIKA, V66, P237, DOI 10.1093/biomet/66.2.237

[2] STATISTICAL PREDICTOR IDENTIFICATION [J].

AKAIKE, H .

[3]

AKAIKE H, 1977, P S APPLIED STATISTI

[4]

Akaike H, 1973, 2 INT S INF THEOR

[5]

ANDERSON TW, 1971, STATISTICAL ANAL TIM

[6] CONSISTENT AUTOREGRESSIVE SPECTRAL ESTIMATES [J].

BERK, KN .

BHANSALI, RJ ;

DOWNHAM, DY .

[8] LINEAR PREDICTION BY AUTOREGRESSIVE MODEL FITTING IN TIME DOMAIN [J].

BHANSALI, RJ .

[9]

BHANSALI RJ, 1977, J ROY STAT SOC B MET, V39, P66

[10]

BHANSALI RJ, 1974, J ROY STAT SOC B MET, V36, P61