scientific article; zbMATH DE number 3886925
zbMATH Open0556.62067MaRDI QIDQ3219620FDOQ3219620
Authors: Yuzo Hosoya
Publication date: 1984
Title of this publication is not available (Why is that?)
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model selectionAICinformation criteriageneralized likelihood ratio testsdecision-theoretic approachtime-series modelapproximately unbiased estimate of the cross entropy riskestimated risk functionsimultaneous statistical inference approach
Statistical aspects of information-theoretic topics (62B10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: hypothesis testing (62M07)
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- On a criterion for the selection of models for stationary time series
- Time Series and Model Selection
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- ON THE UNBIASEDNESS PROPERTY OF AIC FOR EXACT OR APPROXIMATING LINEAR STOCHASTIC TIME SERIES MODELS
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- Selection of the number of regression variables; A minimax choice of generalized FPE
- The quasi-likelihood approach to statistical inference on multiple time-series with long-range dependence
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- Selecting nonlinear time series models using information criteria
- A Bayes procedure for the identification of univariate time series models
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