Model selection for time series with nonlinear trend

Article (Web of Science), Early Access (Web of Science)

• cited authors: Alraddadi, R.; Shao, Q.
• authors: Shao, Qin
• publication date: January 7, 2021
• webpage: Web of Science
• published in: COMMUNICATIONS IN STATISTICS-THEORY AND METHODS Journal
• category: STATISTICS & PROBABILITY Category

keywords

• AIC
• Adaptive LASSO
• BIC
• asymptotic normal
• autoregressive and moving-average
• consistency