Generalized information criterion for the AR model

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Title
Generalized information criterion for the AR model
Authors
Keywords
Adaptive LASSO, Autoregressive model, Generalized information criterion, Subset selection, Sunspot numbers
Journal
Journal of the Korean Statistical Society
Volume 46, Issue 1, Pages 146-160
Publisher
Elsevier BV
Online
2016-12-28
DOI
10.1016/j.jkss.2016.12.002

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