Regression and time series model selection in small samples (Q3823031)

From MaRDI portal
Revision as of 15:25, 19 October 2023 by Importer (talk | contribs) (‎Created a new Item)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
Regression and time series model selection in small samples
scientific article

    Statements

    Regression and time series model selection in small samples (English)
    0 references
    0 references
    0 references
    0 references
    1989
    0 references
    asymptotic efficiency
    0 references
    Akaike information criterion
    0 references
    Kullback-Leibler information
    0 references
    bias-corrected version of AIC
    0 references
    autoregressive time series models
    0 references
    Monte Carlo results
    0 references
    linear regression model selection
    0 references
    autoregressive model selection
    0 references

    Identifiers