COMPARISON OF CRITERIA FOR ESTIMATING THE ORDER OF A VECTOR AUTOREGRESSIVE PROCESS

A new look at the statistical model identification

1974 • 46,507 citations

Estimating the Dimension of a Model

1978 • 43,634 citations

Modeling by shortest data description

1978 • 5,959 citations

The Determination of the Order of an Autoregression

1979 • 2,841 citations

Fitting autoregressive models for prediction

1969 • 2,363 citations

Fitting Autoregreesive Models for Prediction

1998 • 2,099 citations

The Statistical Analysis of Time Series.

1972 • 1,286 citations

Multiple Time Series

1970 • 1,283 citations

Selection of the order of an autoregressive model by Akaike's information criterion

1976 • 782 citations

Modeling Multiple Time Series with Applications

1981 • 638 citations

A Bayesian analysis of the minimum AIC procedure

1978 • 604 citations

A Bayesian extension of the minimum AIC procedure of autoregressive model fitting

1979 • 576 citations

A Bayesian Analysis of the Minimum AIC Procedure

1998 • 568 citations

Asymptotically Efficient Selection of the Order of the Model for Estimating Parameters of a Linear Process

1980 • 563 citations

Some recent advances in time series modeling

1974 • 348 citations

Bayes Factors and Choice Criteria for Linear Models

1980 • 334 citations

Autoregressive model fitting for control

1971 • 333 citations

Autoregressive Model Fitting for Control

1998 • 326 citations

Modeling Multiple Times Series with Applications

1981 • 256 citations

A note on the generalized information criterion for choice of a model

1980 • 255 citations

Some properties of the order of an autoregressive model selected by a generalization of Akaike∘s EPF criterion

1977 • 211 citations

Posterior probabilities for choosing a regression model

1978 • 151 citations

SOME ASPECTS OF MODELLING AND FORECASTING MULTIVARIATE TIME SERIES

1981 • 148 citations

Multivariate Analysis IV

1977 • 147 citations

Order Determination for a Multivariate Autoregression

1980 • 136 citations

A comparison of the information and posterior probability criteria for model selection

1981 • 96 citations

On the posterior odds of time series models

1983 • 32 citations