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Fitting autoregressive models for prediction

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  • Hirotugu Akaike

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  • Hirotugu Akaike, 1969. "Fitting autoregressive models for prediction," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 21(1), pages 243-247, December.
    • Handle: RePEc:spr:aistmt:v:21:y:1969:i:1:p:243-247
    DOI: 10.1007/BF02532251
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    1. Hirotugu Akaike, 1969. "A method of statistical identification of discrete time parameter linear systems," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 21(1), pages 225-242, December.
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    1. Hirotugu Akaike, 1969. "Power spectrum estimation through autoregressive model fitting," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 21(1), pages 407-419, December.

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