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Statistical predictor identification. (English) Zbl 0259.62076

##### MSC:
 62M20 Inference from stochastic processes and prediction 62E20 Asymptotic distribution theory in statistics
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##### References:
 [1] Akaike H. (1969). Fitting autoregressive models for prediction,Ann. Inst. Statist. Math.,21, 243–247. · Zbl 0202.17301 · doi:10.1007/BF02532251 [2] Anderson, T. W. (1963). Determination of the order of dependence in normally distributed time series,Time Series Analysis (ed. M. Rosenblatt), New York, John Wiley, 425–446. · Zbl 0192.25607 [3] Akaike, H. (1970). On a semi-automatic power spectrum estimation procedure,Proc. 3rd Hawaii International Conference on System Sciences, 974–977. [4] Diananda, P. H. (1953). Some probability limit theorems with statistical applications,Proc. Cambridge Philos. Soc.,49, 239–246. · Zbl 0052.36205 · doi:10.1017/S0305004100028334 [5] Anderson, T. W. and Walker, A. M. (1964). On the asymptotic distribution of the autocorrelations of a sample from a linear stochastic process,Ann. Math. Statist.,35, 1296–1303. · Zbl 0125.09001 · doi:10.1214/aoms/1177703285 [6] Akaike, H. (1969). Power spectrum estimation through autoregressive model fitting,Ann. Inst. Statist. Math.,21, 407–419. · Zbl 0218.62113 · doi:10.1007/BF02532269 [7] Mann, H. B. and Wald, A. (1943). On stochastic limit and order relationships,Ann. Math. Statist. 14, 217–226. · Zbl 0063.03774 · doi:10.1214/aoms/1177731415 [8] Durbin, J. (1960). The fitting of time-series models,Rev. Int. Inst. Stat.,28, 233–244. · Zbl 0101.35604 · doi:10.2307/1401322 [9] Jones, R. H. (1964). Prediction of multivariate time series,J. of Applied Meteorology,3, 285–289. · doi:10.1175/1520-0450(1964)003<0285:POMTS>2.0.CO;2
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