Modified WIC for Order Selection in Autoregressive Model
碩士 === 國立成功大學 === 統計學系 === 88 === We proposed two modified weighted information criteria （WIC）, WICu and WICs, combining AICu with BIC and SICc, respectively, for order selection in autoregressive model. WICu is essentially equivalent to AICu for small sample sizes and to BIC for large sample sizes....
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2000
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| Online Access: | http://ndltd.ncl.edu.tw/handle/07897542770727722926 |