An Improved Divergence Information Criterion for the Determination of the Order of an AR Process
Work
Year: 2010
Type: article
Abstract: In this article we propose a modification of the recently introduced divergence information criterion (DIC, Mattheou et al., Citation2009) for the determination of the order of an autoregressive proc... more
Institution University of Cyprus
Cites: 27
Cited by: 13
Related to: 10
FWCI: 0.43
Citation percentile (by year/subfield): 66.72
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Sustainable Development Goal Sustainable cities and communities
Open Access status: green