Selection of weak VARMA models by modified Akaike's information criteria (Q2930907)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Selection of weak VARMA models by modified Akaike's information criteria |
scientific article; zbMATH DE number 6371633
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Selection of weak VARMA models by modified Akaike's information criteria |
scientific article; zbMATH DE number 6371633 |
Statements
Selection of weak VARMA models by modified Akaike's information criteria (English)
0 references
20 November 2014
0 references
AIC
0 references
discrepancy
0 references
identification
0 references
Kullback-Leibler information
0 references
model selection
0 references
QMLE
0 references
order selection
0 references
weak VARMA models
0 references
0 references
0 references
0 references
0.9426748752593994
0 references
0.9301850199699402
0 references
0.8206331133842468
0 references
0.7975854873657227
0 references
0.7913185358047485
0 references
