A derivation of the information criteria for selecting autoregressive models

Authors
Bhansali R. J.
Citation
J. Bhansali R., A derivation of the information criteria for selecting autoregressive models, Advances in applied probability , 18(2), 1986, pp. 360-387
Journal title
Advances in applied probability → ACNP
ISSN journal
00018678
Volume
18
Issue
2
Year of publication
1986
Pages
360 - 387
Database
ACNP
SICI code