Model selection for integrated autoregressive processes of infinite order
نویسندگان
چکیده
منابع مشابه
Model selection for integrated autoregressive processes of infinite order
Choosing good predictive models is an important ingredient in a great deal of statistical research. When the true model is relatively simple and can be parameterized by a prescribed finite set of parameters whose values are unknown, it is natural to ask whether a model selection criterion can exclude all redundant parameters, thereby achieving prediction efficiency through the most parsimonious...
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ژورنال
عنوان ژورنال: Journal of Multivariate Analysis
سال: 2012
ISSN: 0047-259X
DOI: 10.1016/j.jmva.2011.10.008