An improved divergence information criterion for the determination of the order of an AR process (Q3577213)
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scientific article; zbMATH DE number 5763927
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| English | An improved divergence information criterion for the determination of the order of an AR process |
scientific article; zbMATH DE number 5763927 |
Statements
An Improved Divergence Information Criterion for the Determination of the Order of an AR Process (English)
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5 August 2010
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AR process
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information criterion
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measure of divergence
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model selection
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tables
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0.8099374175071716
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0.79582679271698
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0.7872289419174194
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0.7832612991333008
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