Generalized information criterion
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Publication:2930889
DOI10.1111/J.1467-9892.2011.00759.XzbMath1300.62082OpenAlexW2141355851MaRDI QIDQ2930889
Masanobu Taniguchi, Junichi Hirukawa
Publication date: 20 November 2014
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9892.2011.00759.x
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric inference (62F99) Inference from stochastic processes (62M99) Statistical aspects of information-theoretic topics (62B10)
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