Bootstrap method for minimum message length autoregressive model order selection

DOI10.1016/J.JNNMS.2014.10.010MaRDI QIDQ2833207zbMATH OpenOpenAlexFDO

Authors T. O. Olatayo, K. K. Adesanya

Publication date 17 November 2016

Published in Journal of the Nigerian Mathematical Society (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International

Full work available at URL https://doi.org/10.1016/j.jnnms.2014.10.010

zbMATH Keywords

Akaike information criterionminimum message lengthBayesian information criterionHannan-Quinn and bootstrap

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric statistical resampling methods (62G09)

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