Information criterion of seriously over-fitting change-point models (Q1748647)
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scientific article; zbMATH DE number 6868063
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| English | Information criterion of seriously over-fitting change-point models |
scientific article; zbMATH DE number 6868063 |
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Information criterion of seriously over-fitting change-point models (English)
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14 May 2018
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ARMA-GARCH
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Bayesian information criterion
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causal process
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consistency
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0.7764145731925964
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0.7576978802680969
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0.751626193523407
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0.737265408039093
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