References
- Bhansali , Rajendra J. and Downham , David Y. 1977 . “Some Properties of the Order of an Autoregressive Model Selected by a Generalization of Akaike?s FPE-Criterion,” . Biometrika , 64 (to appear)
- Bhansali , R. J. 1977 . “A Comparison of the Time Domain and the Frequency Domain Approaches to Autoregressive Model Fitting for Prediction,” , England : Department of Computational and Statistical Science, University of Liverpool . Technical Report CSS/77/3/1
- Jones , R. H. 1975 . “Fitting Autoregression,” . Journal of American Statistical Association , 70 : 590
- Yamamoto , T. 1976 . “Asymptotic Mean Square Prediction Error for an Autoregression Model with Estimated Coefficients,?’ . Applied Statistics , 25 : 123 – 27 .