Autoregressive model fitting with noisy data by Akaike's information criterion
Tong, H.
(1975).
Autoregressive model fitting with noisy data by Akaike's information criterion.
IEEE Transactions on Information Theory,
IT-21, 476-480.
| Item Type | Article |
|---|---|
| Copyright holders | © 1975 IEEE Transactions on Information Theory Society |
| Departments |
LSE > Academic Departments > Economics LSE > Academic Departments > Statistics |
| Date Deposited | 08 Jul 2008 |
| URI | https://researchonline.lse.ac.uk/id/eprint/6606 |
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