A COMPARATIVE STUDY OF INFORMATION CRITERIA FOR MODEL SELECTION
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Publication:3579256
DOI10.1142/S0218127406015982zbMath1192.37111MaRDI QIDQ3579256
Tomomichi Nakamura, Kevin Judd, Michael Small, Alistair I. Mees
Publication date: 6 August 2010
Published in: International Journal of Bifurcation and Chaos (Search for Journal in Brave)
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Time series analysis of dynamical systems (37M10) Statistical aspects of information-theoretic topics (62B10)
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