Information criteria for nonlinear time series models
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Publication:2691663
DOI10.1515/snde-2015-0026OpenAlexW348435282MaRDI QIDQ2691663
Saskia Rinke, Philipp Sibbertsen
Publication date: 30 March 2023
Published in: Studies in Nonlinear Dynamics and Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1515/snde-2015-0026
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Statistical aspects of information-theoretic topics (62B10)
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