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

Statistics and Probability Letters

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

  Wu, Tiee Jian ^a   Sepulveda, Alfred ^b  

^a NATIONAL DONG HWA UNIVERSITY   (Taiwan)

^b University of Houston   (United States)

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

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