Bootstrap method for minimum message length autoregressive model order selection

DOI10.1016/J.JNNMS.2014.10.010zbMATH Open1353.62100OpenAlexW2033907215MaRDI QIDQ2833207FDOQ2833207

Authors: T. O. Olatayo, K. K. Adesanya 

Publication date: 17 November 2016

Published in: Journal of the Nigerian Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jnnms.2014.10.010

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zbMATH Keywords

Akaike information criterionminimum message lengthBayesian information criterionHannan-Quinn and bootstrap

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric statistical resampling methods (62G09)

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