Fitting autoregressive models for prediction
- 2.6k Downloads
KeywordsAutoregressive Model Innovation Variance Truncation Point Final Prediction Error Power Spectrum Estimation
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.
Unable to display preview. Download preview PDF.
- H. Akaike, “Some problems in the application of the cross-spectral method,”Spectral Analysis of Time Series (ed. B. Harris), New York, John Wiley, (1967), 81–107.Google Scholar
- T. W. Anderson, “Determination of the order of dependence in normally distributed time series,”Time Series Analysis (ed. M. Rosenblatt), New York, John Wiley, (1963), 435–446.Google Scholar
- E. Parzen, “Statistical spectral analysis (single channel case) in 1968,” Stanford University Statistics Department Technical Report, No. 11, June 10, (1968), 44 pages.Google Scholar
- E. Parzen, “Multiple time series modelling,” Stanford University Statistics Department Technical Report, No. 12, July 8, (1968), 38 pages.Google Scholar
© The Institute of Statistical Mathematics 1969