Browsing by Subject "Measure of divergence"
Now showing items 1-2 of 2
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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 model selection criterion based on the BHHJ measure of divergence
(2009)The aim of this work is the discussion and investigation of measures of divergence and model selection criteria. A recently introduced measure of divergence, the so-called BHHJ measure (Basu, A., Harris, I.R., Hjort, N.L., ...