scientific article; zbMATH DE number 4217084

MaRDI QIDQ3362471zbMATH OpenFDO

Authors F. F. Findley

Publication date 1992

zbMATH Keywords

asymptotic behaviourcomparing ARIMA modelsgraphical proceduresinteractive modelinglogarithms of likelihood functionstime series

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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(7)

• Discrepancy risk model selection test theory for comparing possibly misspecified or nonnested models
• Model comparisons in unstable environments
• Comparing Non-Nested Linear Models
• Comparing nonnested Cox models
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