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Search: subject:"Over-parameterization"
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Bayesian inference of vector autoregressions with tensor decompositions
Luo, Yiyong
;
Griffin, Jim E.
- In:
Journal of business & economic statistics : JBES ; a …
43
(
2025
)
4
,
pp. 941-955
Persistent link: https://www.econbiz.de/10015534495
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The Performance of AICC as an Order Selection Criterion in ARMA Time Series Models
Sen, Liew Khim
;
Shitan, Mahendran
-
EconWPA
-
2003
good. The problem of
over
parameterization
existed but under parameterization was found to be minimal. Hence, for any two …
Persistent link: https://www.econbiz.de/10005125663
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