Cross‐validation Criteria for Setar Model Selection (Q2740035)

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Cross‐validation Criteria for Setar Model Selection
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    Cross‐validation Criteria for Setar Model Selection (English)
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    16 September 2001
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    Akaike information criterion
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    AIC-c
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    AIC-u
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    Bayesian information criterion
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    self-exciting threshold time series models
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