Information criteria for selecting possibly misspecified parametric models (Q1915447)
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scientific article; zbMATH DE number 889983
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| English | Information criteria for selecting possibly misspecified parametric models |
scientific article; zbMATH DE number 889983 |
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Information criteria for selecting possibly misspecified parametric models (English)
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14 August 1996
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Akaike information criterion
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Schwarz information criterion
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Hannan-Quinn information criterion
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weak consistency
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central limit theorem
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strong consistency
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law of iterated logarithm
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penalized likelihood criteria
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models of dependent processes
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lower average Kullback-Leibler information criterion
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ARMAX-GARCH
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STAR models
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0.7859904170036316
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0.7811662554740906
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0.7809314727783203
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