The DOI matches its Crossref record.
The Determination of the Order of an Autoregression
Abstract
Summary: It is shown that a strongly consistent estimation procedure for the order of an autoregression can be based on the law of the iterated logarithm for the partial autocorrelations. As compared to other strongly consistent procedures this procedure will underestimate the order to a lesser degree.
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Cited by
Regression and time series model selection in small samples
HURVICH, C. M., & TSAI, C.-L. (1989) · Biometrika · doi:10.1093/biomet/76.2.297 · Cited by 6,586
Bozdogan, H. (1987) · Psychometrika · doi:10.1007/bf02294361 · Cited by 4,468
Detection of signals by information theoretic criteria
Wax, M., & Kailath, T. (1985) · IEEE Transactions on Acoustics, Speech, and Signal Processing · doi:10.1109/tassp.1985.1164557 · Cited by 3,426
Vrieze, S. I. (2012) · Psychological Methods · doi:10.1037/a0027127 · Cited by 1,948
Model selection for ecologists: the worldviews of AIC and BIC
Aho, K., Derryberry, D., & Peterson, T. (2014) · Ecology · doi:10.1890/13-1452.1 · Cited by 1,165
Metadata
- Authors
- Hannan, E. J., & Quinn, B. G.
- Venue
- Journal of the Royal Statistical Society Series B: Statistical Methodology
- Publisher
- Oxford University Press (OUP)
- Published
- 1979-01-01
- Volume
- 41
- Issue
- 2
- Pages
- 190-195
- ISSN
- 1369-7412 (ISSN-L)
- 1467-9868
- OpenAlex
- W1500470240
- Cited by
- 2,992
- References
- 0
- FWCI
- 19.87
- Type
- journal article
- Language
- en
- Open access
- closed
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- CoChat. (2026). Citation check: The Determination of the Order of an Autoregression. https://app.cochat.ai/papers/10.1111/j.2517-6161.1979.tb01072.x
- The paper
- Hannan, E. J., & Quinn, B. G. (1979). The Determination of the Order of an Autoregression. Journal of the Royal Statistical Society Series B: Statistical Methodology. https://doi.org/10.1111/j.2517-6161.1979.tb01072.x
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Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.
