The robust focused information criterion for strong mixing stochastic processes with $$\mathscr {L}^{2}$$-differentiable parametric densities

2020 ◽  
Vol 23 (3) ◽  
pp. 637-663
Author(s):  
S. C. Pandhare ◽  
T. V. Ramanathan
Keyword(s):  
Stochastic Processes ◽  
Information Criterion ◽  
Strong Mixing ◽  
Focused Information Criterion

scholarly journals A generalized focused information criterion for GMM

2018 ◽  
Vol 33 (3) ◽  
pp. 378-397 ◽  
Author(s):  
Minsu Chang ◽  
Francis J. DiTraglia
Keyword(s):  
Information Criterion ◽  
Focused Information Criterion
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