The weighted average information criterion for order selection in time series and regression models (Q1265993)
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scientific article; zbMATH DE number 1202814
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The weighted average information criterion for order selection in time series and regression models |
scientific article; zbMATH DE number 1202814 |
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The weighted average information criterion for order selection in time series and regression models (English)
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10 June 2002
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AIC
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asymptotic efficiency
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consistency
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SIC
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order selection
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BIC
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AICC
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0.86673224
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0.8625313
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0.85104865
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0.85094345
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0.84916663
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