We propose a consistent criterion for model order selection in the model identification phase of time series and regression, based on a weighted average of an asymptotically efficient selection criterion, AICC (bias-corrected Akaike information criterion) and a consistent selection criterion, BIC (A
β¦ LIBER β¦
MODEL SELECTION AND ORDER DETERMINATION FOR TIME SERIES BY INFORMATION BETWEEN THE PAST AND THE FUTURE
β Scribed by Lei Li; Zhongjie Xie
- Book ID
- 111039816
- Publisher
- John Wiley and Sons
- Year
- 1996
- Tongue
- English
- Weight
- 616 KB
- Volume
- 17
- Category
- Article
- ISSN
- 0143-9782
No coin nor oath required. For personal study only.
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