Model Selection And Order Determination For Time Series By Information Between The Past And The Future
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Abstract
Suggested Citation
DOI: 10.1111/j.1467-9892.1996.tb00265.x
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Cited by:
- Alessandra Luati & Tommaso Proietti, 2015.
"Generalised partial autocorrelations and the mutual information between past and future,"
CEIS Research Paper
344, Tor Vergata University, CEIS, revised 05 Jun 2015.
- Tommaso Proietti & Alessandra Luati, 2015. "Generalised partial autocorrelations and the mutual information between past and future," CREATES Research Papers 2015-24, Department of Economics and Business Economics, Aarhus University.
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