Model Selection Techniques -- An Overview
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References listed on IDEAS
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- Kengne, William, 2021. "Strongly consistent model selection for general causal time series," Statistics & Probability Letters, Elsevier, vol. 171(C).
- Yonekura, Shouto & Beskos, Alexandros & Singh, Sumeetpal S., 2021. "Asymptotic analysis of model selection criteria for general hidden Markov models," Stochastic Processes and their Applications, Elsevier, vol. 132(C), pages 164-191.
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NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-BIG-2018-11-05 (Big Data)
- NEP-CMP-2018-11-05 (Computational Economics)
- NEP-HPE-2018-11-05 (History & Philosophy of Economics)
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