Browsing Τμήμα Μαθηματικών και Στατιστικής / Department of Mathematics and Statistics by Subject "Information criterion"
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Article
Forecasting ARMA models: A comparative study of information criteria focusing on MDIC
(2010)This paper deals with the implementation of model selection criteria to data generated by ARMA processes. The recently introduced modified divergence information criterion is used and compared with traditional selection ...
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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 ...