Browsing by Subject "Sample sizes"
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Article
An improved divergence information criterion for the determination of the order of an ar process
(2010)In this article we propose a modification of the recently introduced divergence information criterion (DIC, Mattheou et al., 2009) for the determination of the order of an autoregressive process and show that it is an ...
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Article
A maximum entropy type test of fit
(2011)In this paper, we propose a test of fit based on maximum entropy. The asymptotic distribution of the proposed test statistic is established and a corrected form for small and medium sample sizes is furnished. The performance ...