A Small Sample Model Selection Criterion Based on Kullback's Symmetric Divergence

DOI10.1109/TSP.2004.837416zbMath1373.62035WikidataQ118322237 ScholiaQ118322237MaRDI QIDQ5355571

Maiza Bekara, Abd-Krim Seghouane

Publication date: 20 September 2017

Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05) Statistical aspects of information-theoretic topics (62B10)

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