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Publication:3219620
zbMath0556.62067MaRDI QIDQ3219620
Publication date: 1984
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
model selectionAICinformation criteriageneralized likelihood ratio testsdecision-theoretic approachtime-series modelapproximately unbiased estimate of the cross entropy riskestimated risk functionsimultaneous statistical inference approach
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: hypothesis testing (62M07) Statistical aspects of information-theoretic topics (62B10)
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