Model-modified BIC as a competitor of BIC variants for model selection in regression and order selection in time series (Q6067499)

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scientific article; zbMATH DE number 7767132
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Model-modified BIC as a competitor of BIC variants for model selection in regression and order selection in time series
scientific article; zbMATH DE number 7767132

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    Model-modified BIC as a competitor of BIC variants for model selection in regression and order selection in time series (English)
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    17 November 2023
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    variable/model selection
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    model consistency
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    Bayesian/Schwarz information criterion (BIC or SIC)
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    sample-size adjusted BIC (SABIC)
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    linear regression
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    time series
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