Discrepancy risk model selection test theory for comparing possibly misspecified or nonnested models
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Publication:2259869
DOI10.1007/BF02294799zbMath1306.62417MaRDI QIDQ2259869
Publication date: 5 March 2015
Published in: Psychometrika (Search for Journal in Brave)
model selectiontime-seriesmodel misspecificationM-estimationhypothesis-testingasymptotic statistical theory
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