Hannan, E. J.; Quinn, B. G. The determination of the order of an autoregression. (English) Zbl 0408.62076 J. R. Stat. Soc., Ser. B 41, 190-195 (1979). Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page Cited in 15 ReviewsCited in 273 Documents MSC: 62M10 Time series, auto-correlation, regression, etc. in statistics (GARCH) Keywords:Strongly Consistent Estimation; Partial Autocorrelations; Autoregressive Order; Aic; Law of Iterated Logarithm; Strong Convergence; Yule-Walker Equations; Simulations Citations:Zbl 0202.173 PDF BibTeX XML Cite \textit{E. J. Hannan} and \textit{B. G. Quinn}, J. R. Stat. Soc., Ser. B 41, 190--195 (1979; Zbl 0408.62076) OpenURL