Regression and time series model selection in small samples
type: Item
instance of: scholarly article
title: Regression and time series model selection in small samples
zbMATH Open document ID: 0669.62085
author: Clifford Hurvich
author: Chih-Ling Tsai
published in: Biometrika
publication date: 1989-01-01T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62J05
zbMATH DE Number: 4096641
zbMATH Keywords: asymptotic efficiency
zbMATH Keywords: Akaike information criterion
zbMATH Keywords: Kullback-Leibler information
zbMATH Keywords: bias-corrected version of AIC
zbMATH Keywords: autoregressive time series models
zbMATH Keywords: Monte Carlo results
zbMATH Keywords: linear regression model selection
zbMATH Keywords: autoregressive model selection
MaRDI profile type: Publication
OpenAlex ID: W1968371014
Wikidata QID: Q56390547
DOI: 10.1093/BIOMET/76.2.297
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description: scientific article