Bridging AIC and BIC: A New Criterion for Autoregression

DOI10.1109/TIT.2017.2717599zbMath1395.94209arXiv1508.02473OpenAlexW2963415778MaRDI QIDQ5375561

Vahid Tarokh, Yuhong Yang, Jie Ding

Publication date: 14 September 2018

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1508.02473

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Measures of information, entropy (94A17)

Related Items (6)

On consistency for time series model selection ⋮ Bayesian synergistic metamodeling (BSM) for physical information infused data-driven metamodeling ⋮ Model selection for high-dimensional linear regression with dependent observations ⋮ Asymptotic analysis of model selection criteria for general hidden Markov models ⋮ Order selection for possibly infinite-order non-stationary time series ⋮ Controlling the error probabilities of model selection information criteria using bootstrapping

This page was built for publication: Bridging AIC and BIC: A New Criterion for Autoregression