AIC, overfitting principles, and the boundedness of moments of inverse matrices for vector autotregressions and related models. (Q1861397): Difference between revisions
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Revision as of 01:05, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | AIC, overfitting principles, and the boundedness of moments of inverse matrices for vector autotregressions and related models. |
scientific article |
Statements
AIC, overfitting principles, and the boundedness of moments of inverse matrices for vector autotregressions and related models. (English)
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16 March 2003
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model selection
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misspecified models
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principle of parsimony
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least squares matrices
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uniform
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Lipschitz condition
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elliptical distributions
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