Regression and Time Series Model Selection
World Scientific Publishing Co. Pte. Ltd. eBooksPublished 1 January 1998
Allan McQuarrie, Chih‐Ling Tsai
Citations701
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Abstract
Introduction to model selection the univariate regression model the univariate autoregressive model the multivariate regression model the vector autoregressive model the cross-validation and bootstrap robust and quasi-likelihood model selections non-parametric regressions and wavelets simulations and case studies.
Keywords
Computer ScienceEngineering