Information Complexity Criterion for Order Determination in Autoregressive Models

Volume: 40 Number: 4 April 1, 2011
  • Barış Aşıkgil
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Information Complexity Criterion for Order Determination in Autoregressive Models

Abstract

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Keywords

References

  1. Akaike, H. A new look at the statistical model identification, IEEE Transactions on Auto- matic Control, AC-19, 716-723, 1974.
  2. Akaike, H. A Bayesian extension of the minimum AIC procedure of autoregressive model fitting, Biometrika 66 237–242, 1979.
  3. 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.
  4. 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.
  5. Burg, J. P. Maximum Entropy Spectral Analysis (PhD Thesis, Department of Geophysics, Stanford University, Stanford, CA, 1975).
  6. 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.
  7. Enders, W. Applied Econometric Time Series (John Wiley and Sons, New York, 1995).
  8. 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).

Details

Primary Language

Turkish

Subjects

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Journal Section

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Authors

Barış Aşıkgil This is me

Publication Date

April 1, 2011

Submission Date

May 12, 2014

Acceptance Date

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Published in Issue

Year 2011 Volume: 40 Number: 4

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.Barış Aşıkgil. 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