Discussion of ``Feature matching in time series modeling by Y. Xia and H. Tong

DOI10.1214/11-STS345DzbMATH Open1426.62270arXiv1201.1376OpenAlexW3102210453MaRDI QIDQ5966133

Qiwei Yao

Publication date: 19 August 2011

Published in: Statistical Science (Search for Journal in Brave)

Abstract: Discussion of "Feature Matching in Time Series Modeling" by Y. Xia and H. Tong [arXiv:1104.3073]

Full work available at URL: https://arxiv.org/abs/1201.1376

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cites Work

• Generalised information criteria in model selection

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