Information complexity criterion for order determination in autoregressive models

AŞIKGİL, BARIŞ

Information complexity criterion for order determination in autoregressive models

Barış AŞIKGİL (Mimar Sinan Güzel Sanatlar Üniversitesi, Fen Edebiyat Fakültesi, İstatistik Bölümü, İstanbul, Türkiye)

Hacettepe Journal of Mathematics and Statistics

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Yıl: 2011 Cilt: 40 Sayı: 4 Sayfa Aralığı: 601 - 607 Metin Dili: İngilizce İndeks Tarihi: 29-07-2022

Information complexity criterion for order determination in autoregressive models

Öz:

Autoregressive models which include lags of the dependent variable are usually used in time series analysis. The corelogram of the series and some information criteria can be used in order to determine the order of these models. In this paper the information complexity criterion is considered for autoregressive time series models. A simulation study is performed in order to examine the performance of information com- plexity and compare it with some ordinary information criteria.

Anahtar Kelime:

Konular: Matematik İstatistik ve Olasılık

Belge Türü: Makale Makale Türü: Araştırma Makalesi Erişim Türü: Erişime Açık

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APA	AŞIKGİL B (2011). Information complexity criterion for order determination in autoregressive models. , 601 - 607.
Chicago	AŞIKGİL BARIŞ Information complexity criterion for order determination in autoregressive models. (2011): 601 - 607.
MLA	AŞIKGİL BARIŞ Information complexity criterion for order determination in autoregressive models. , 2011, ss.601 - 607.
AMA	AŞIKGİL B Information complexity criterion for order determination in autoregressive models. . 2011; 601 - 607.
Vancouver	AŞIKGİL B Information complexity criterion for order determination in autoregressive models. . 2011; 601 - 607.
IEEE	AŞIKGİL B "Information complexity criterion for order determination in autoregressive models." , ss.601 - 607, 2011.
ISNAD	AŞIKGİL, BARIŞ. "Information complexity criterion for order determination in autoregressive models". (2011), 601-607.

APA	AŞIKGİL B (2011). Information complexity criterion for order determination in autoregressive models. Hacettepe Journal of Mathematics and Statistics, 40(4), 601 - 607.
Chicago	AŞIKGİL BARIŞ Information complexity criterion for order determination in autoregressive models. Hacettepe Journal of Mathematics and Statistics 40, no.4 (2011): 601 - 607.
MLA	AŞIKGİL BARIŞ Information complexity criterion for order determination in autoregressive models. Hacettepe Journal of Mathematics and Statistics, vol.40, no.4, 2011, ss.601 - 607.
AMA	AŞIKGİL B Information complexity criterion for order determination in autoregressive models. Hacettepe Journal of Mathematics and Statistics. 2011; 40(4): 601 - 607.
Vancouver	AŞIKGİL B Information complexity criterion for order determination in autoregressive models. Hacettepe Journal of Mathematics and Statistics. 2011; 40(4): 601 - 607.
IEEE	AŞIKGİL B "Information complexity criterion for order determination in autoregressive models." Hacettepe Journal of Mathematics and Statistics, 40, ss.601 - 607, 2011.
ISNAD	AŞIKGİL, BARIŞ. "Information complexity criterion for order determination in autoregressive models". Hacettepe Journal of Mathematics and Statistics 40/4 (2011), 601-607.