مرکز منطقه ای اطلاع رساني علوم و فناوري - A small-sample criterion based on Kullbackʹs symmetric divergence for vector autoregressive modeling

Title of article :

A small-sample criterion based on Kullbackʹs symmetric divergence for vector autoregressive modeling

Author/Authors :

Bezza Hafidi، نويسنده ,

Issue Information :

فصلنامه با شماره پیاپی سال 2006

Pages :

From page :

1647

To page :

1654

Keywords :

AIC , Model selection , Kullback symmetric divergence , KIC

Journal title :

Statistics and Probability Letters

Serial Year :

2006

Journal title :

Statistics and Probability Letters

Record number :

140817

Link To Document :