AIC, overfitting principles, and the boundedness of moments of inverse matrices for vector autotregressions and related models. (Q1861397)
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scientific article; zbMATH DE number 1882308
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| English | AIC, overfitting principles, and the boundedness of moments of inverse matrices for vector autotregressions and related models. |
scientific article; zbMATH DE number 1882308 |
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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0.7652854323387146
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0.7560195922851562
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0.7453977465629578
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0.7438561916351318
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0.7419469356536865
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