Consistency of a class of information criteria for model selection in non-linear regression

DOI10.1080/03610929108830587MaRDI QIDQ3135324zbMATH OpenOpenAlexFDO

Authors Dominique M. A. Haughton

Publication date 25 October 1993

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610929108830587

Mathematics Subject Classification ID

Statistical ranking and selection procedures (62F07)

Cites work

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• Non-linear time series regression
• On the choice of a model to fit data from an exponential family
• On the estimation of a harmonic component in a time series with stationary independent residuals
• Selection of the order of an autoregressive model by Akaike's information criterion
• The Consistency of Nonlinear Regressions
• The Power of the Likelihood Ratio Test of Location in Nonlinear Regression Models
• The estimation of the order of an ARMA process

Cited in

(2)

• Informational complexity criteria for regression models.
• The effective sample size

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