A new look at the statistical model identification
Tóm tắt
Từ khóa
Tài liệu tham khảo
jenkins, 1968, Spectral Analysis and Its Applications
sargan, 1953, An approximate treatment of the properties of the correlogram and periodgram, J Roy Statist Soc B, 15, 140
huber, 1967, The behavior of maximum likelihood estimates under nonstandard conditions, Proc 5th Berkeley Symp Mathematical Statistics and Probability, 1, 221
kullback, 1959, Information Theory and Statistics
anderson, 1971, The Statistical Analysis of Time Series
akaike, 1972, Automatic data structure search by the maximum likelihood, Computer in Biomedicine Suppl to Proc 5th Hawaii Int Conf on System Sciences, 99
akaike, 1972, Use of an information theoretic quantity for statistical model identification, Proc 5th Hawaii Int Conf System Sciences, 249
whittle, 1962, Gaussian estimation in stationary time series, Bull Int Statist Inst, 39, 105
whittle, 1951, Hypothesis Testing in Time Series Analysis
whittle, 1954, The statistical analysis of a seiche record, J Marine Res, 13, 76
whittle, 1954, A Study in the Analysis of Stationary Time Series
box, 1970, Time Series Forecasting and Control
hannan, 1960, Time Series Analysis
anderson, 1963, Time Series Analysis, 425
otomo, 1972, Statistical approach to computer control of cement rotary kilns, Automatica, 8, 33, 10.1016/0005-1098(72)90008-8
akaike, 1972, Information theory and an extension of the maximum likelihood principle, Proc of 2nd Int Symp Inform Theory suppl Problems of Control and Inform Theory, 267
barlett, 1950, Extensions of Quenouille's test for autoregressive scheme, J Roy Statist Soc B, 12, 108
cramer, 1946, Mathematical Methods of Statistics
wold, 1949, A large-sample test for moving averages, J Roy Statist Soc B, 11, 297
walker, 1950, Note on a generalization of the large sample goodness of fit test for linear autoregressive schemes, J Roy Statist Soc B, 12, 102
bartlett, 1953, Goodness of fit test for simultaneous autoregressive series, J Roy Statist Soc B, 15, 107
lehman, 1959, Testing Statistical Hypothesis
0
cox, 1961, Teste of separate families of hypotheses, Proc 4th Berkeley Symp Mathematical Statistics and Probability, 1, 105
jones, 1973, Autoregressive spectrum estimation, 3rd Conf Probability and Statistics in Atmospheric Sciences
whittle, 1963, Prediction and Regulation
akaike, 1970, On a semiautomatic power spectrum estimation procedure, Proc 3rd Hawaii Int Conf System Sciences, 974
cox, 1962, Further results on tests of separate families of hypotheses, J Roy Statist Soc B, 24, 406