Bias of the corrected AIC criterion for underfitted regression and time series models

DOI10.1093/biomet/78.3.499zbMath1193.62159OpenAlexW2037396028MaRDI QIDQ3580504

Clifford M. Hurvich, Chih-Ling Tsai

Publication date: 13 August 2010

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/ec18d20ac228c11b8d9121c37f03983b80da3439

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05) Statistical aspects of information-theoretic topics (62B10)

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