Statistical predictor identification

Fitting autoregressive models for prediction

Hirotugu Akaike · Annals of the Institute of Statistical Mathematics · 1969 · 2.5K citations

Computing, Mathematics, Forecasting +11

The Fitting of Time-Series Models

J. Durbin · Revue de l Institut International de Statistique / Review of the International Statistical Institute · 1960 · 1.1K citations

Computing, Mathematics, Econometrics +11

Power spectrum estimation through autoregressive model fitting

Hirotugu Akaike · Annals of the Institute of Statistical Mathematics · 1969 · 395 citations

Engineering, Data Science, Statistical Modeling +12

On Stochastic Limit and Order Relationships

Henry B. Mann, Abraham Wald · The Annals of Mathematical Statistics · 1943 · 392 citations · Full text

Engineering, Mathematics, Probability Theory +13

On the Asymptotic Distribution of the Autocorrelations of a Sample from a Linear Stochastic Process

T. W. Anderson, A. M. Walker · The Annals of Mathematical Statistics · 1964 · 119 citations · Full text

Engineering, Mathematics, Probability Theory +10