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Information Complexity Criterion for Order Determination in Autoregressive Models

Year 2011, Volume: 40 Issue: 4, 601 - 607, 01.04.2011

References

  • Akaike, H. A new look at the statistical model identification, IEEE Transactions on Auto- matic Control, AC-19, 716-723, 1974.
  • Akaike, H. A Bayesian extension of the minimum AIC procedure of autoregressive model fitting, Biometrika 66 237–242, 1979.
  • Bozdogan, H. ICOMP: A new model selection criterion, In H.H. Bock (Ed.), Classifica- tion and Related Methods of Data Analysis, North-Holland, CityplaceAmsterdam, 599–608, 1988. [4] Bozdogan, H. Akaike’s information criterion and recent developments in information com- plexity,Journal of Mathematical Psychology 44, 62–91, 2000.
  • Bozdogan, H. Intelligent statistical data mining with information complexity and genetic algorithms,In H. Bozdogan (Ed.), Statistical Data Mining and Knowledge Discovery, Chap- man and Hall, Boca Raton, Florida, 15–56, 2004.
  • Burg, J. P. Maximum Entropy Spectral Analysis (PhD Thesis, Department of Geophysics, Stanford University, Stanford, CA, 1975).
  • Cho, S. H. and Song, I. A formula for computing the autocorrelations of the AR process, The Journal of the Acoustical Society of Korea 15, 4–7, 1996.
  • Enders, W. Applied Econometric Time Series (John Wiley and Sons, New York, 1995).
  • Eshel, G. The Yule Walker equations for the AR coefficients, Citeulike-article-id: 763363, 2003. [10] Fuller, W. A. Introduction to Statistical Time Series (Second Edition, John Wiley and Sons, New York, 1996).
  • Hurvich, C. M. and Tsai, C. L. Regression and time series model selection in small samples, Biometrika 76, 297–307, 1989.

Information Complexity Criterion for Order Determination in Autoregressive Models

Year 2011, Volume: 40 Issue: 4, 601 - 607, 01.04.2011

References

  • Akaike, H. A new look at the statistical model identification, IEEE Transactions on Auto- matic Control, AC-19, 716-723, 1974.
  • Akaike, H. A Bayesian extension of the minimum AIC procedure of autoregressive model fitting, Biometrika 66 237–242, 1979.
  • Bozdogan, H. ICOMP: A new model selection criterion, In H.H. Bock (Ed.), Classifica- tion and Related Methods of Data Analysis, North-Holland, CityplaceAmsterdam, 599–608, 1988. [4] Bozdogan, H. Akaike’s information criterion and recent developments in information com- plexity,Journal of Mathematical Psychology 44, 62–91, 2000.
  • Bozdogan, H. Intelligent statistical data mining with information complexity and genetic algorithms,In H. Bozdogan (Ed.), Statistical Data Mining and Knowledge Discovery, Chap- man and Hall, Boca Raton, Florida, 15–56, 2004.
  • Burg, J. P. Maximum Entropy Spectral Analysis (PhD Thesis, Department of Geophysics, Stanford University, Stanford, CA, 1975).
  • Cho, S. H. and Song, I. A formula for computing the autocorrelations of the AR process, The Journal of the Acoustical Society of Korea 15, 4–7, 1996.
  • Enders, W. Applied Econometric Time Series (John Wiley and Sons, New York, 1995).
  • Eshel, G. The Yule Walker equations for the AR coefficients, Citeulike-article-id: 763363, 2003. [10] Fuller, W. A. Introduction to Statistical Time Series (Second Edition, John Wiley and Sons, New York, 1996).
  • Hurvich, C. M. and Tsai, C. L. Regression and time series model selection in small samples, Biometrika 76, 297–307, 1989.
There are 9 citations in total.

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Primary Language Turkish
Authors

Barış Aşıkgil This is me

Publication Date April 1, 2011
Published in Issue Year 2011 Volume: 40 Issue: 4

Cite

APA Aşıkgil, B. (2011). Information Complexity Criterion for Order Determination in Autoregressive Models. Hacettepe Journal of Mathematics and Statistics, 40(4), 601-607. https://izlik.org/JA42NA98JE
AMA 1.Aşıkgil B. Information Complexity Criterion for Order Determination in Autoregressive Models. Hacettepe Journal of Mathematics and Statistics. 2011;40(4):601-607. https://izlik.org/JA42NA98JE
Chicago Aşıkgil, Barış. 2011. “Information Complexity Criterion for Order Determination in Autoregressive Models”. Hacettepe Journal of Mathematics and Statistics 40 (4): 601-7. https://izlik.org/JA42NA98JE.
EndNote Aşıkgil B (April 1, 2011) Information Complexity Criterion for Order Determination in Autoregressive Models. Hacettepe Journal of Mathematics and Statistics 40 4 601–607.
IEEE [1]B. Aşıkgil, “Information Complexity Criterion for Order Determination in Autoregressive Models”, Hacettepe Journal of Mathematics and Statistics, vol. 40, no. 4, pp. 601–607, Apr. 2011, [Online]. Available: https://izlik.org/JA42NA98JE
ISNAD Aşıkgil, Barış. “Information Complexity Criterion for Order Determination in Autoregressive Models”. Hacettepe Journal of Mathematics and Statistics 40/4 (April 1, 2011): 601-607. https://izlik.org/JA42NA98JE.
JAMA 1.Aşıkgil B. Information Complexity Criterion for Order Determination in Autoregressive Models. Hacettepe Journal of Mathematics and Statistics. 2011;40:601–607.
MLA Aşıkgil, Barış. “Information Complexity Criterion for Order Determination in Autoregressive Models”. Hacettepe Journal of Mathematics and Statistics, vol. 40, no. 4, Apr. 2011, pp. 601-7, https://izlik.org/JA42NA98JE.
Vancouver 1.Aşıkgil B. Information Complexity Criterion for Order Determination in Autoregressive Models. Hacettepe Journal of Mathematics and Statistics [Internet]. 2011 Apr. 1;40(4):601-7. Available from: https://izlik.org/JA42NA98JE