%0 Journal Article %1 akaike_bayesian_1979 %A Akaike, Hirotugu %D 1979 %J Biometrika %K AIC, averaging model %N 2 %P 237 %R 10.2307/2335654 %T A Bayesian extension of the minimum AIC procedure of autoregressive model fitting %U http://www.jstor.org/stable/2335654?origin=crossref %V 66 %X The proposal of simultaneous use of modified AIC statistics by Bhansali & Downham for the fitting of autoregressive models is reviewed and a Bayesian extension of the minimum AIC procedure is proposed. The practical utility of the procedure is demonstrated by numerical examples.

@article{akaike_bayesian_1979, abstract = {The proposal of simultaneous use of modified AIC statistics by Bhansali \& Downham for the fitting of autoregressive models is reviewed and a Bayesian extension of the minimum AIC procedure is proposed. The practical utility of the procedure is demonstrated by numerical examples.}, added-at = {2017-01-09T13:57:26.000+0100}, author = {Akaike, Hirotugu}, biburl = {https://www.bibsonomy.org/bibtex/279d8c151fc22d4121ad33a636a1508ab/yourwelcome}, doi = {10.2307/2335654}, interhash = {85cf22d0b6b656ca48fbf7ed4ba3beb4}, intrahash = {79d8c151fc22d4121ad33a636a1508ab}, issn = {00063444}, journal = {Biometrika}, keywords = {AIC, averaging model}, month = aug, number = 2, pages = 237, timestamp = {2017-01-09T14:01:11.000+0100}, title = {A {Bayesian} extension of the minimum {AIC} procedure of autoregressive model fitting}, url = {http://www.jstor.org/stable/2335654?origin=crossref}, urldate = {2016-12-27}, volume = 66, year = 1979 }