Browsing Τμήμα Μαθηματικών και Στατιστικής / Department of Mathematics and Statistics by Subject "NMSFE"
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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 ...