Cross-validation criteria for Setar model selection

Journal of Time Series Analysis

Volumn 22, Issue 3, 2001, Pages 267-281

  De Gooijer, Jan G ^a  

^a UNIVERSITY OF AMSTERDAM   (Netherlands)

Author keywords

AIC (Akaike's information criterion); AICc; AICu; BIC (Bayesian information criterion); Self exciting threshold time series model

Indexed keywords

EID: 0039891937     PISSN: 01439782     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-9892.00223     Document Type: Article

References (10)

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