Information criteria: How do they behave in different models?

Computational Statistics and Data Analysis

Volumn 69, Issue , 2014, Pages 141-153

  Emiliano, Paulo C ^a   Vivanco, Mário J F ^a   De Menezes, Fortunato S ^a  

^a FEDERAL UNIVERSITY OF LAVRAS   (Brazil)

Author keywords

Akaike information criterion (AIC); BIC; Entropy; Kullback Leibler information; Schwarz information criterion; Selection of models

Indexed keywords

AKAIKE INFORMATION CRITERION; BAYESIAN INFORMATION CRITERION; BETTER PERFORMANCE; BIC; INFORMATION CRITERION; KULLBACK-LEIBLER INFORMATION; STATISTICAL APPROACH; TIME SERIES MODELS;

ENTROPY; MONTE CARLO METHODS; STATISTICAL TESTS; TIME SERIES;

COMPUTER SIMULATION;

EID: 84883338998     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.csda.2013.07.032     Document Type: Article

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