General Hannan and Quinn criterion for common time series

DOI10.1080/02331888.2022.2041017OpenAlexW4214932033MaRDI QIDQ5064935

Kare Kamila

Publication date: 17 March 2022

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2101.04210

zbMATH Keywords

consistencymodel selectiontime seriesHQ criteriondata driven

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (1)

On consistency for time series model selection

Uses Software

• CAPUSHE

Cites Work

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