A Small Sample Model Selection Criterion Based on Kullback's Symmetric Divergence

DOI10.1109/TSP.2004.837416MaRDI QIDQ5355571zbMATH OpenWikidataFDO

Authors Abd-Krim Seghouane, Maiza Bekara

Publication date 20 September 2017

Published in IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/TSP.2004.837416

Mathematics Subject Classification ID

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

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