Some properties of the order of an autoregressive model selected by a generalization of Akaike∘s EPF criterion

Journal Article Some properties of the order of an autoregressive model selected by a generalization of Akaike∘s EPF criterion Get access R. J . BHANSALI, R. J . BHANSALI Department of Computational and Statistical Science, University of Liverpool Search for other works by this author on: Oxford Academic Google Scholar D. Y. DOWNHAM D. Y. DOWNHAM Department of Computational and Statistical Science, University of Liverpool Search for other works by this author on: Oxford Academic Google Scholar Biometrika, Volume 64, Issue 3, December 1977, Pages 547–551, https://doi.org/10.1093/biomet/64.3.547 Published: 01 December 1977 Article history Received: 01 July 1976 Revision received: 01 March 1977 Published: 01 December 1977