More on AR model fitting with noisy data by AIC
Tong, Howell
(1977)
More on AR model fitting with noisy data by AIC.
IEEE Transactions on Information Theory, 23 (3).
pp. 409-410.
ISSN 0018-9448
| Item Type | Article |
|---|---|
| Departments |
Economics Statistics |
| Date Deposited | 08 Jul 2008 15:46 |
| URI | https://researchonline.lse.ac.uk/id/eprint/6593 |