Title of article
On the connection between model selection criteria and quadratic discrimination in ARMA time series models
Author/Authors
Pedro Galeano، نويسنده , , Daniel Pe?a، نويسنده ,
Issue Information
فصلنامه با شماره پیاپی سال 2007
Pages
5
From page
896
To page
900
Keywords
Asymptotic efficiency , Model selection criteria , Quadratic discrimination rule , Consistency
Journal title
Statistics and Probability Letters
Serial Year
2007
Journal title
Statistics and Probability Letters
Record number
140988
Link To Document