Asymptotic criteria for model selection

DOI10.1007/BF01719613zbMath0544.62079MaRDI QIDQ796947

P. Volkers, H. Linhart

Publication date: 1984

Published in: OR Spektrum (Search for Journal in Brave)

zbMATH Keywords

model selectionapproximation to the expected discrepancyasymptotic distribution of minimum discrepancy estimators

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09)

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A Modified Akaike Criterion for Model Choice in Generalized Linear Models

Cites Work

• Fitting autoregressive models for prediction
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