AIC, overfitting principles, and the boundedness of moments of inverse matrices for vector autotregressions and related models. (Q1861397)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: AIC, overfitting principles, and the boundedness of moments of inverse matrices for vector autotregressions and related models. |
scientific article; zbMATH DE number 1882308
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | AIC, overfitting principles, and the boundedness of moments of inverse matrices for vector autotregressions and related models. |
scientific article; zbMATH DE number 1882308 |
Statements
AIC, overfitting principles, and the boundedness of moments of inverse matrices for vector autotregressions and related models. (English)
0 references
16 March 2003
0 references
model selection
0 references
misspecified models
0 references
principle of parsimony
0 references
least squares matrices
0 references
uniform
0 references
Lipschitz condition
0 references
elliptical distributions
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
