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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
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.
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. April 2011;40(4):601-607.
Chicago
Aşıkgil, Barış. “Information Complexity Criterion for Order Determination in Autoregressive Models”. Hacettepe Journal of Mathematics and Statistics 40, no. 4 (April 2011): 601-7.
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
B. Aşıkgil, “Information Complexity Criterion for Order Determination in Autoregressive Models”, Hacettepe Journal of Mathematics and Statistics, vol. 40, no. 4, pp. 601–607, 2011.
ISNAD
Aşıkgil, Barış. “Information Complexity Criterion for Order Determination in Autoregressive Models”. Hacettepe Journal of Mathematics and Statistics 40/4 (April 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, vol. 40, no. 4, 2011, pp. 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.