BibTex RIS Kaynak Göster

Information Complexity Criterion for Order Determination in Autoregressive Models

Yıl 2011, Cilt: 40 Sayı: 4, 601 - 607, 01.04.2011

Kaynakça

  • 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

Yıl 2011, Cilt: 40 Sayı: 4, 601 - 607, 01.04.2011

Kaynakça

  • 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.
Toplam 9 adet kaynakça vardır.

Ayrıntılar

Birincil Dil Türkçe
Bölüm Matematik
Yazarlar

Barış Aşıkgil Bu kişi benim

Yayımlanma Tarihi 1 Nisan 2011
Yayımlandığı Sayı Yıl 2011 Cilt: 40 Sayı: 4

Kaynak Göster

APA Aşıkgil, B. (2011). Information Complexity Criterion for Order Determination in Autoregressive Models. Hacettepe Journal of Mathematics and Statistics, 40(4), 601-607.
AMA Aşıkgil B. Information Complexity Criterion for Order Determination in Autoregressive Models. Hacettepe Journal of Mathematics and Statistics. Nisan 2011;40(4):601-607.
Chicago Aşıkgil, Barış. “Information Complexity Criterion for Order Determination in Autoregressive Models”. Hacettepe Journal of Mathematics and Statistics 40, sy. 4 (Nisan 2011): 601-7.
EndNote Aşıkgil B (01 Nisan 2011) Information Complexity Criterion for Order Determination in Autoregressive Models. Hacettepe Journal of Mathematics and Statistics 40 4 601–607.
IEEE B. Aşıkgil, “Information Complexity Criterion for Order Determination in Autoregressive Models”, Hacettepe Journal of Mathematics and Statistics, c. 40, sy. 4, ss. 601–607, 2011.
ISNAD Aşıkgil, Barış. “Information Complexity Criterion for Order Determination in Autoregressive Models”. Hacettepe Journal of Mathematics and Statistics 40/4 (Nisan 2011), 601-607.
JAMA 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, c. 40, sy. 4, 2011, ss. 601-7.
Vancouver Aşıkgil B. Information Complexity Criterion for Order Determination in Autoregressive Models. Hacettepe Journal of Mathematics and Statistics. 2011;40(4):601-7.