مرکز منطقه ای اطلاع رساني علوم و فناوري - On the connection between model selection criteria and quadratic discrimination in ARMA time series models

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 :

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 :