Modified Schwarz and Hannan-Quinn information criteria for weak VARMA models (Q300778)
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scientific article; zbMATH DE number 6599243
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| English | Modified Schwarz and Hannan-Quinn information criteria for weak VARMA models |
scientific article; zbMATH DE number 6599243 |
Statements
Modified Schwarz and Hannan-Quinn information criteria for weak VARMA models (English)
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29 June 2016
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identification
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information criterion
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order selection
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0.8858602
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0.8653077
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0.85650826
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0.85101926
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0.8286253
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0.82620335
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0.8250175
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0.82458687
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