Regression and time series model selection
Auteur :
Mcquarrie, Allan D R / Tsai, Chih-ling
Éditeur :
World Scientific Publishing Co Pte Ltd
ISBN :
9789810232429
Date de publication :
2 juin 1998
Langue :
Anglais
Pays d'origine :
Singapour
Describes procedures for selecting a model from a large set of competing statistical models. The text includes: model-selection techniques for univariate and multivariate regression models; univariate and multivariate autoregressive models; and nonparametric (including wavelets) models.