Consistent model selection criteria and goodness-of-fit test for common time series models (Q2180087)
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scientific article; zbMATH DE number 7200249
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| English | Consistent model selection criteria and goodness-of-fit test for common time series models |
scientific article; zbMATH DE number 7200249 |
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Consistent model selection criteria and goodness-of-fit test for common time series models (English)
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13 May 2020
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model selection
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affine causal processes
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consistency
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BIC
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portmanteau test
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0.8544849157333374
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0.785660445690155
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0.777299702167511
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0.7709437012672424
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