On the connection between model selection criteria and quadratic discrimination in ARMA time series models (Q2373672)
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scientific article; zbMATH DE number 5171302
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| English | On the connection between model selection criteria and quadratic discrimination in ARMA time series models |
scientific article; zbMATH DE number 5171302 |
Statements
On the connection between model selection criteria and quadratic discrimination in ARMA time series models (English)
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16 July 2007
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asymptotic efficiency
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consistency
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0.7505891919136047
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0.738787055015564
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0.7340121865272522
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0.7229068875312805
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