Consistent model selection criteria and goodness-of-fit test for affine causal processes

23 July 2019

Papers citing "Consistent model selection criteria and goodness-of-fit test for affine causal processes"

2 / 2 papers shown

Title
Bridging AIC and BIC: a new criterion for autoregression Jie Ding Vahid Tarokh Yuhong Yang 146 75 0 11 Aug 2015
Data-driven calibration of penalties for least-squares regression Sylvain Arlot P. Massart 152 159 0 06 Feb 2008