A small-sample criterion based on Kullback's symmetric divergence for vector autoregressive modeling (Q2507711)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A small-sample criterion based on Kullback's symmetric divergence for vector autoregressive modeling |
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A small-sample criterion based on Kullback's symmetric divergence for vector autoregressive modeling (English)
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5 October 2006
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model selection
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AIC
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KIC
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Kullback symmetric divergence
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