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Regression and time series model selection using variants of the schwarz information criterion - MaRDI portal

Regression and time series model selection using variants of the schwarz information criterion (Q4346826)

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scientific article; zbMATH DE number 1043925
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Regression and time series model selection using variants of the schwarz information criterion
scientific article; zbMATH DE number 1043925

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    Regression and time series model selection using variants of the schwarz information criterion (English)
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    12 February 2004
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    Bayesian analysis
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    decision theory
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    Fisher information
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    information theory
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    multiple linear regression
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    state-space model
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