Fitting autoregressive models for prediction

Annals of the Institute of Statistical Mathematics - Tập 21 Số 1 - Trang 243-247 - 1969
Hirotugu Akaike

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Từ khóa


Tài liệu tham khảo

H. Akaike, “Some problems in the application of the cross-spectral method,”Spectral Analysis of Time Series (ed. B. Harris), New York, John Wiley, (1967), 81–107.

H. Akaike, “On the use of a linear model for the identification of feedback systems,”Ann. Inst. Statist. Math., 20 (1968), 425–439.

H. Akaike, “A method of statistical identification of discrete time parameter linear system,”Ann. Inst. Statist. Math., 21 (1969), 225–242.

T. W. Anderson, “Determination of the order of dependence in normally distributed time series,”Time Series Analysis (ed. M. Rosenblatt), New York, John Wiley, (1963), 435–446.

R. B. Blackman and J. W. Tukey,The Measurement of Power Spectra, New York, Dover, 1959.

J. Durbin, “Efficient estimation of parameters in moving-average models,”Biometrika, 46 (1959), 306–316.

J. Durbin, “The fitting of time series models,”Rev. Int. Statist. Inst., 28 (1960), 233–243.

E. Parzen, “Statistical spectral analysis (single channel case) in 1968,” Stanford University Statistics Department Technical Report, No. 11, June 10, (1968), 44 pages.

E. Parzen, “Multiple time series modelling,” Stanford University Statistics Department Technical Report, No. 12, July 8, (1968), 38 pages.