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- W792146989 abstract "This is a study of the relative performance of nine automatic autoregressive order determination criteria for full-order modeling using the least squares approach. Of the nine: AIC, FPE, CAT 2 , S, FPE4, Φ, SIC, BIC and CAT 3 , we have found the trio, AIC, FPE and CAT 3 , to be the most consistent. The rest underestimate relatively. Journal of the Nigerian Association of Mathematical Physics , Volume 15 (November, 2009), pp 117 – 122" @default.
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- W792146989 date "2009-01-01" @default.
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- W792146989 title "On full order autoregressive model fitting" @default.
- W792146989 hasPublicationYear "2009" @default.
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