Nonnested model comparisons for time series

DOI10.1093/BIOMET/ASW048MaRDI QIDQ5384420zbMATH OpenOpenAlexFDO

Authors Tucker S. McElroy

Publication date 24 June 2019

Published in Biometrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/biomet/asw048

zbMATH Keywords

Akaike information criterionautoregressive integrated moving average modelGaussian quadratic formgeneralized likelihood ratiogoodness-of-fit

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Statistical aspects of information-theoretic topics (62B10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to biology and medical sciences; meta analysis (62P10)

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