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Modified information criteria and selection of long memory time series models.

Richard T. BaillieGeorge KapetaniosFotis Papailias
Published in: Comput. Stat. Data Anal. (2014)
Keyphrases
  • prior knowledge
  • domain knowledge
  • information processing
  • structural information
  • data model
  • probabilistic model
  • information sources
  • complex systems
  • experimental data
  • information content