Regression And Time Series Model Selection In Small Samples.. The book also provides examples and large scale. Regression and time series model selection in small samples by clifford m.
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Scribd is the world's largest social reading and publishing site. Regression and time series model selection in small samples by clifford m. The correction is of particular use when the sample size is.
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A lot of the single criteria for time series model selection have been developed besides the aforementioned aic and bic, such as, for example, the aicc (for small sample. The book also provides examples and large scale. Regression and time series model selection in small samples by clifford m.
Model Selection For Small Sample.
Hav e been repeated 1000 times. Summary a bias correction to the akaike information criterion, aic, is derived for regression and autoregressive time series models. The correction is of particular use when the sample size is.
Hurvich Department Of Statistics And Operations Research, New York University, New York Ny 10003,.
The book also provides examples and large scale simulation studies.
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