title: A relation between the Akaike criterion and reliability of parameter estimates, with application to nonlinear autoregressive modelling of ictal EEG.
abstract: The Akaike minimum information criterion provides a means to determine the appropriate number of lags in a linear autoregressive model of a time series. We show that the Akaike criterion is closely related to the reliability estimates of successively determined parameters of a linear autoregressive (LAR) model. A similar criterion may be applied to determine whether the addition of a nonlinear term to an LAR model provides a statistically significant improvement in the description of the time series. As an example, we use this method to identify quadratic contributions to a nonlinear autoregressive characterization of a typical 3/s spike and wave seizure discharge.
authors.affiliation: Department of Neurology and Neuroscience, New York Hospital-Cornell Medical Center, NY 10021.
authors.forename: J D
authors.initials: JD
authors.lastname: Victor
authors.forename: A
authors.initials: A
authors.lastname: Canel
mesh_terms: D003627:Data Interpretation, Statistical; D004569:Electroencephalography; D016014:Linear Models; D008954:Models, Biological; D015233:Models, Statistical; D012044:Regression Analysis; D015203:Reproducibility of Results