On the connection between model selection criteria and quadratic discrimination in ARMA time series models
DOI10.1016/J.SPL.2006.12.010zbMATH Open1118.62091OpenAlexW2015012255MaRDI QIDQ2373672FDOQ2373672
Authors: Pedro Galeano, Daniel Peña 
Publication date: 16 July 2007
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2006.12.010
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Cites Work
- Estimating the dimension of a model
- Regression and time series model selection in small samples
- Title not available (Why is that?)
- Accurate Approximations for Posterior Moments and Marginal Densities
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- On the choice of a model to fit data from an exponential family
- Fitting autoregressive models for prediction
- A comparison of the information and posterior probability criteria for model selection
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