Bridging AIC and BIC: A New Criterion for Autoregression

Mathematics

• Bayesian Information Criterion 100%
• Akaike Information Criterion 100%
• Autoregression 100%
• Developed Country 100%
• Time Series Data 50%
• Autoregressive Model 50%
• Information Criterion 50%
• Classical Approach 50%
• Predictive Performance 50%
• Model Selection 50%
• Model Specification 50%
• Finite Order 50%
• True Model 50%
• Time Series 50%
• Time Series Analysis 50%

Keyphrases

• New Criteria 100%
• Autoregression 100%
• Bayesian Information Criterion 66%
• Akaike Information Criterion 66%
• Order Selection 66%
• Time Series Data 33%
• Numerical Results 33%
• Performance Prediction 33%
• Selection Criteria 33%
• Autoregressive Model 33%
• Adaptivity 33%
• Model Specification 33%
• Asymptotically Equivalent 33%
• Information Criteria 33%
• Finite Order 33%
• True Model 33%
• Model Selection Strategy 33%