Consistent model selection criteria and goodness-of-fit test for common time series models

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Authors: Jean-Marc Bardet, Kare Kamila, William Kengne

Journal title: Electronic Journal of Statistics

Journal number: 14/1

Journal publisher: Institute of Mathematical Statistics

Published year: 2020

Published pages: 2009-2052

DOI identifier: 10.1214/20-ejs1709

ISSN: 1935-7524