Cited by 51,879Statistical Methods and InferenceControl Systems and IdentificationStatistical and numerical algorithms

The DOI matches its Crossref record; 47 of the 48 references it cites were found in a registry or an index.

A new look at the statistical model identification

Akaike, H.·1974·IEEE Transactions on Automatic Control

Abstract

The history of the development of statistical hypothesis testing in time series analysis is reviewed briefly and it is pointed out that the hypothesis testing procedure is not adequately defined as the procedure for statistical model identification. The classical maximum likelihood estimation procedure is reviewed and a new estimate minimum information theoretical criterion (AIC) estimate (MAICE) which is designed for the purpose of statistical identification is introduced. When there are several competing models the MAICE is defined by the model and the maximum likelihood estimates of the parameters which give the minimum of AIC defined by AIC = (-2)log-(maximum likelihood) + 2(number of independently adjusted parameters within the model). MAICE provides a versatile procedure for statistical model identification which is free from the ambiguities inherent in the application of conventional hypothesis testing procedure. The practical utility of MAICE in time series analysis is demonstrated with some numerical examples.

Overview

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Crossref · 10.1109/tac.1974.1100705

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Citations

Cites

Show all 48 references

Research works printed but not linked: 8

  1. akaike, 1972, Automatic data structure search by the maximum likelihood, Computer in Biomedicine Suppl to Proc 5th Hawaii Int Conf on System Sciences, 99
  2. akaike, 1972, Use of an information theoretic quantity for statistical model identification, Proc 5th Hawaii Int Conf System Sciences, 249
  3. whittle, 1962, Gaussian estimation in stationary time series, Bull Int Statist Inst, 39, 105
  4. whittle, 1954, The statistical analysis of a seiche record, J Marine Res, 13, 76
  5. box, 1970, Time Series Forecasting and Control
  6. anderson, 1963, Time Series Analysis, 425
  7. jones, 1973, Autoregressive spectrum estimation, 3rd Conf Probability and Statistics in Atmospheric Sciences
  8. akaike, 1970, On a semiautomatic power spectrum estimation procedure, Proc 3rd Hawaii Int Conf System Sciences, 974

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Metadata

Authors
Akaike, H.
Affiliations
The Institute of Statistical Mathematics (JP)
Corresponding author
Akaike, H.
Venue
IEEE Transactions on Automatic Control
Published
1974-12
Volume
19
Issue
6
Pages
716-723
ISSN
0018-9286 (ISSN-L)
OpenAlex
W2142635246
Cited by
51,879
References
48
Citations by year
2026: 2363 · 2025: 2646 · 2024: 2436 · 2023: 2545 · 2022: 2756 · 2021: 3085 · 2020: 2796 · 2019: 2643 · 2018: 2462 · 2017: 2474 · 2016: 2272 · 2015: 2369 · 2014: 2357 · 2013: 2274 · 2012: 2097
FWCI
42.49
Type
journal article
Language
en
Open access
closed
Locations
IEEE Transactions on Automatic Control (publishedVersion)
Topics
  • Physical Sciences › Mathematics › Statistics and Probability › Statistical Methods and Inference
  • Physical Sciences › Engineering › Control and Systems Engineering › Control Systems and Identification
  • Physical Sciences › Mathematics › Applied Mathematics › Statistical and numerical algorithms
Keywords
time series analysis, hypothesis testing, maximum likelihood estimation, Akaike information criterion, model selection

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