Autoregressive model fitting with noisy data by Akaike's information criterion
Tong, Howell
(1975)
Autoregressive model fitting with noisy data by Akaike's information criterion.
IEEE Transactions on Information Theory, IT-21.
pp. 476-480.
ISSN 0018-9448
| Item Type | Article |
|---|---|
| Departments |
Economics Statistics |
| Date Deposited | 08 Jul 2008 16:06 |
| URI | https://researchonline.lse.ac.uk/id/eprint/6606 |