INCONSISTENCY OF THE AIC RULE FOR ESTIMATING THE ORDER OF AUTOREGRESSIVE MODELS

被引:92
作者
KASHYAP, RL
机构
关键词
D O I
10.1109/TAC.1980.1102471
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
引用
收藏
页码:996 / 998
页数:3
相关论文
共 8 条
[1]   NEW LOOK AT STATISTICAL-MODEL IDENTIFICATION [J].
AKAIKE, H .
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1974, AC19 (06) :716-723
[2]  
ANDERSON TW, 1971, STATISTICAL ANAL TIM
[3]   SOME PROPERTIES OF ORDER OF AN AUTOREGRESSIVE MODEL SELECTED BY A GENERALIZATION OF AKAIKES EPF CRITERION [J].
BHANSALI, RJ ;
DOWNHAM, DY .
BIOMETRIKA, 1977, 64 (03) :547-551
[4]  
Durbin J., 1960, ECONOMETRICA, V28, P233, DOI 10.2307/1401322
[5]   BAYESIAN COMPARISON OF DIFFERENT CLASSES OF DYNAMIC-MODELS USING EMPIRICAL DATA [J].
KASHYAP, RL .
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1977, 22 (05) :715-727
[6]  
KASHYAP RL, UNPUBLISHED
[7]  
Makhoul J., 1975, P IEEE, V63
[8]  
MARKEL JD, 1973, 10 SPEECH COMM LAB M