A residual-information-based criterion for model order selection

DOI10.1007/S00034-003-0620-8zbMath1054.62103OpenAlexW2044720715MaRDI QIDQ1414876

Zhengming Wang, Xiaoyong Du, Xiao-Jun Duan

Publication date: 2003

Published in: Circuits, Systems, and Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00034-003-0620-8

zbMATH Keywords

integral of entropy

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Statistical aspects of information-theoretic topics (62B10)

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