Selection of weak VARMA models by modified Akaike's information criteria (Q2930907)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Selection of weak VARMA models by modified Akaike's information criteria |
scientific article |
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
