The focussed information criterion for generalised linear regression models for time series (Q6081853)
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scientific article; zbMATH DE number 7746450
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The focussed information criterion for generalised linear regression models for time series |
scientific article; zbMATH DE number 7746450 |
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The focussed information criterion for generalised linear regression models for time series (English)
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5 October 2023
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average FIC
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exponential family
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focussed model selection
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local asymptotics
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quasi-likelihood estimation
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time series regression
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