• Article  

      An improved divergence information criterion for the determination of the order of an ar process 

      Mantalos, Panagiotis; Mattheou, K.; Karagrigoriou, Alex (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 ...
    • Article  

      A maximum entropy type test of fit 

      Lee, S.-J.; Vonta, Filia; Karagrigoriou, Alex (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 ...