Regression and time series model selection in small samples (Q3823031)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Regression and time series model selection in small samples |
scientific article |
Statements
Regression and time series model selection in small samples (English)
0 references
1989
0 references
asymptotic efficiency
0 references
Akaike information criterion
0 references
Kullback-Leibler information
0 references
bias-corrected version of AIC
0 references
autoregressive time series models
0 references
Monte Carlo results
0 references
linear regression model selection
0 references
autoregressive model selection
0 references