Question: 6.6 Show that AIC for AR(p) model (6.121) is given by AIC(p) = n log 2 QGML(p) + 2p. (6.534)
6.6 Show that AIC for AR(p) model (6.121) is given by AIC(p) = n log ˆσ2 QGML(p) + 2p. (6.534)
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