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Statistical Predictor Identification

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Selected Papers of Hirotugu Akaike

Part of the book series: Springer Series in Statistics ((PSS))

Abstract

In a recent paper by the present author [1] a simple practical procedure of predictor identification has been proposed. It is the purpose of this paper to provide a theoretical and empirical basis of the procedure.

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References

  1. Akaike, H. (1969). Fitting autoregressive models for prediction, Ann. Inst. Statist. Math., 21, 243–247.

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  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.

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  3. Akaike, H. (1970). On a semi-automatic power spectrum estimation procedure, Proc. 3rd Hawaii International Conference on System Sciences, 974–977.

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  4. Diananda, P. H. (1953). Some probability limit theorems with statistical applications, Proc. Cambridge Philos. Soc., 49, 239–246.

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  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.

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  6. Akaike, H. (1969). Power spectrum estimation through autoregressive model fitting, Ann. Inst. Statist. Math., 21, 407–419.

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  7. Mann, H. B. and Wald, A. (1943). On stochastic limit and order relationships, Ann. Math. Statist., 14, 217–226.

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  8. Durbin, J. (1960). The fitting of time-series models, Rev. Int. Inst. Stat., 28, 233–244.

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  9. Jones, R. H. (1964). Prediction of multivariate time series, J. of Applied Meteorology, 3, 285–289.

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Authors
  1. Hirotugu Akaike
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Editor information

Editors and Affiliations

  1. Department of Statistics, Texas A&M University, 77843, College Station, TX, USA

    Emanuel Parzen

  2. The Institute of Statistical Mathematics, 4-6-7 Minami-Azabu, 106, Minato-ku Tokyo, Japan

    Kunio Tanabe  & Genshiro Kitagawa  & 

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© 1998 Springer Science+Business Media New York

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Akaike, H. (1998). Statistical Predictor Identification. In: Parzen, E., Tanabe, K., Kitagawa, G. (eds) Selected Papers of Hirotugu Akaike. Springer Series in Statistics. Springer, New York, NY. https://doi.org/10.1007/978-1-4612-1694-0_11

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  • DOI: https://doi.org/10.1007/978-1-4612-1694-0_11

  • Publisher Name: Springer, New York, NY

  • Print ISBN: 978-1-4612-7248-9

  • Online ISBN: 978-1-4612-1694-0

  • eBook Packages: Springer Book Archive

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