Generalized information criterion for the AR model
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Publication:508120
DOI10.1016/j.jkss.2016.12.002zbMath1390.62180OpenAlexW2561416267MaRDI QIDQ508120
Publication date: 9 February 2017
Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jkss.2016.12.002
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Ridge regression; shrinkage estimators (Lasso) (62J07)
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