Information criteria for selecting possibly misspecified parametric models
type: Item
instance of: scholarly article
title: Information criteria for selecting possibly misspecified parametric models
zbMATH Open document ID: 0843.62089
DOI: 10.1016/0304-4076(94)01701-8
author: Chor-Yiu Sin
author: Halbert White
published in: Journal of Econometrics
publication date: 1996-08-14T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62F12
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 889983
zbMATH Keywords: Akaike information criterion
zbMATH Keywords: Schwarz information criterion
zbMATH Keywords: Hannan-Quinn information criterion
zbMATH Keywords: weak consistency
zbMATH Keywords: central limit theorem
zbMATH Keywords: strong consistency
zbMATH Keywords: law of iterated logarithm
zbMATH Keywords: penalized likelihood criteria
zbMATH Keywords: models of dependent processes
zbMATH Keywords: lower average Kullback-Leibler information criterion
zbMATH Keywords: ARMAX-GARCH
zbMATH Keywords: STAR models
describes a project that uses: KLIC
MaRDI profile type: Publication
full work available at URL: 0304-4076(94)01701-8
OpenAlex ID: W2006571972
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description: scientific article; zbMATH DE number 889983