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Entropy maximization principle and selection of the order of an autoregressive Gaussian process

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References

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Authors
  1. Ryoichi Shimizu
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Additional information

This research was partly supported by a National Grant in Aid for Scientific Research, 1976/77, no. 220928.

The Institute of Statistical Mathematics

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Shimizu, R. Entropy maximization principle and selection of the order of an autoregressive Gaussian process. Ann Inst Stat Math 30, 263–270 (1978). https://doi.org/10.1007/BF02480217

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  • DOI: https://doi.org/10.1007/BF02480217

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