Model-modified BIC as a competitor of BIC variants for model selection in regression and order selection in time series

DOI10.1080/03610926.2022.2064497OpenAlexW4283315448MaRDI QIDQ6067499

Ashok Chaurasia

Publication date: 17 November 2023

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2022.2064497

zbMATH Keywords

time serieslinear regressionmodel consistencyBayesian/Schwarz information criterion (BIC or SIC)sample-size adjusted BIC (SABIC)variable/model selection

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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• Regression and time series model selection using variants of the schwarz information criterion