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Original Articles

Evaluation of an autoregressive process by information measure

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Pages 743-751 | Received 19 Sep 1977, Published online: 27 Apr 2007

REFERENCES

  • AKAIKE , H. , 1973 , International Symposium on Information Theory ( Budapest Akademia Kiado ).
  • BARNDORFF-NIELSEN , O. , and SCHOU , G. , 1973 , J. multivariate Analysis , 3 , 48 .
  • DOOB , J. L. , 1953 , Stochastic Processes ( New York John Wiley ).
  • ISHII , N. , and SUZUMURA , N. , 1977 , Int. J. Systems Sci. , 8 , 905 .
  • JENKINS , G. M. , and WATTS , D. G. , 1969 , Spectral Analysis and its Application ( San Francisco Holden Day ).
  • OGAWARA , M. , 1958 , Bull. Math. Statist. , 8 , 8 .
  • SHANNON , C. E. , and WEAVER , W. , 1949 , The Mathematical Theory of Communication ( University of Illinois Press ).

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