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Improved Estimators of Kullback-Leibler Information for Autoregressive Model Selection in Small Samples
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Improved Estimators of Kullback-Leibler Information for Autoregressive Model Selection in Small Samples
Improved Estimators of Kullback-Leibler Information for Autoregressive Model Selection in Small Samples
Clifford M. Hurvich
Clifford M. Hurvich
RS
Robert Shumway
Robert Shumway
Chih-Ling Tsai
Chih-Ling Tsai
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1 December 1990
journal article
Published by
JSTOR
in
Biometrika
Vol. 77
(4)
https://doi.org/10.2307/2337094
Abstract
No abstract available
Keywords
MODEL SELECTION
IMPROVED ESTIMATORS
AUTOREGRESSIVE MODEL
LEIBLER INFORMATION
KULLBACK LEIBLER
SMALL SAMPLES
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Cited by 8 articles
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