Statistical predictor identification

  • Hirotugu Akaike


Autoregressive Model Limit Distribution Autoregressive Process Original Procedure Final Prediction Error 


Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.


  1. [1]
    Akaike H. (1969). Fitting autoregressive models for prediction,Ann. Inst. Statist. Math.,21, 243–247.MATHMathSciNetGoogle Scholar
  2. [2]
    Anderson, T. W. (1963). Determination of the order of dependence in normally distributed time series,Time Series Analysis (ed. M. Rosenblatt), New York, John Wiley, 425–446.Google Scholar
  3. [3]
    Akaike, H. (1970). On a semi-automatic power spectrum estimation procedure,Proc. 3rd Hawaii International Conference on System Sciences, 974–977.Google Scholar
  4. [4]
    Diananda, P. H. (1953). Some probability limit theorems with statistical applications,Proc. Cambridge Philos. Soc.,49, 239–246.MATHMathSciNetCrossRefGoogle Scholar
  5. [5]
    Anderson, T. W. and Walker, A. M. (1964). On the asymptotic distribution of the autocorrelations of a sample from a linear stochastic process,Ann. Math. Statist.,35, 1296–1303.MATHMathSciNetGoogle Scholar
  6. [6]
    Akaike, H. (1969). Power spectrum estimation through autoregressive model fitting,Ann. Inst. Statist. Math.,21, 407–419.MATHMathSciNetGoogle Scholar
  7. [7]
    Mann, H. B. and Wald, A. (1943). On stochastic limit and order relationships,Ann. Math. Statist. 14, 217–226.MATHMathSciNetGoogle Scholar
  8. [8]
    Durbin, J. (1960). The fitting of time-series models,Rev. Int. Inst. Stat.,28, 233–244.MATHCrossRefGoogle Scholar
  9. [9]
    Jones, R. H. (1964). Prediction of multivariate time series,J. of Applied Meteorology,3, 285–289.CrossRefGoogle Scholar

Copyright information

© The Institute of Statistical Mathematics 1970

Authors and Affiliations

  • Hirotugu Akaike

There are no affiliations available

Personalised recommendations