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Volumn 39, Issue 1, 1998, Pages 1-10

The weighted average information criterion for order selection in time series and regression models

Author keywords

AIC; AICC; Asymptotic efficiency; BIC; Consistency; Order selection; SIC

Indexed keywords


EID: 0039449606     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0167-7152(98)00003-0     Document Type: Article
Times cited : (36)

References (16)
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    • Hannan, E.J.1    Quinn, B.G.2
  • 7
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    • Hurvich, C.M., Tsai, C.-L., 1989 Regression and time series model selection in small samples Biometrika 76, 297-307.
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    • Hurvich, C.M.1    Tsai, C.-L.2
  • 8
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    • Parzen, E., 1977 Multiple time series modeling: determining the order of approximating autoregressive schemes In: Krishnaiah, P. (Eds.), Multivariate Analysis IV. North-Holland, Amsterdam pp. 283-295.
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    • Parzen, E.1
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  • 14
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  • 16
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    • Zhang, H.-M.1    Wang, P.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.