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The SHQC criterion for order selection in autoregressive models - MaRDI portal

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The SHQC criterion for order selection in autoregressive models (Q2820400)

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scientific article; zbMATH DE number 6627757
Language Label Description Also known as
English
The SHQC criterion for order selection in autoregressive models
scientific article; zbMATH DE number 6627757

    Statements

    author
    Enas Gawdat Yehia
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    publication date
    16 September 2016
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    zbMATH Keywords
    autoregressive models
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    order selection
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    information criteria
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    SIC
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    HQC
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    simulation
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    title
    The SHQC criterion for order selection in autoregressive models (English)
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    Identifiers

    DOI
    10.17654/AS048030169
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    zbMATH DE Number
    6627757
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    OpenAlex ID
    W2520594857
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