Relations between information criteria for model-structure selection Part 1. The role of bayesian model order estimation
DOI10.1080/00207179008953542zbMath0713.62031OpenAlexW2059468539MaRDI QIDQ3198704
Publication date: 1990
Published in: International Journal of Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207179008953542
exponential stabilitystrong consistencyARMA modelsinformation criteriaprediction error identificationorder estimationARMAX modelsstructure selectionpenalty termsbest model structurecomplexity criterionModel structure estimation
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point estimation (62F10) Bayesian inference (62F15) Statistical aspects of information-theoretic topics (62B10)
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