Scholars@Duke
Vahid Tarokh

Vahid Tarokh

Rhodes Family Distinguished Professor of Electrical and Computer Engineering
Pierre R. Lamond Department of Electrical and Computer Engineering
vahid.tarokh@duke.edu
Box 90291, Durham, NC 27708
130 Hudson Hall, Durham, NC 27708

Scholarly Works - Scholarly editions

Bridging AIC and BIC: A New Criterion for Autoregression

Scholarly edition · June 1, 2018 To address order selection for an autoregressive model fitted to time series data, we propose a new information criterion. It has the benefits of the two well-known model selection techniques: The Akaike information criterion and the Bayesian information c ... Full text Cite