• Title/Summary/Keyword: Bayesian information criterio

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Generalized Linear Model with Time Series Data (비정규 시계열 자료의 회귀모형 연구)

  • 최윤하;이성임;이상열
    • The Korean Journal of Applied Statistics
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    • v.16 no.2
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    • pp.365-376
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    • 2003

  • In this paper we reviewed a variety of non-Gaussian time series models, and studied the model selection criteria such as AIC and BIC to select proper models. We also considered the likelihood ratio test and applied it to analysis of Polio data set.

  • https://doi.org/10.5351/KJAS.2003.16.2.365 인용 PDF KSCI