The impact of unsuspected serial correlations on model selection in linear regression (Q1916177)
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scientific article; zbMATH DE number 896065
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The impact of unsuspected serial correlations on model selection in linear regression |
scientific article; zbMATH DE number 896065 |
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The impact of unsuspected serial correlations on model selection in linear regression (English)
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1 September 1996
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Akaike information criterion
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Schwarz information criterion
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\(AIC\)
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\(BIC\)
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trigonometric regression
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unsuspected serial correlations
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ordinary least squares
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stationary Gaussian process
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asymptotic probability of underfitting
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asymptotic probability of overfitting
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error correlations
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simulation
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