Kare Kamila

most citedConsistent model selection criteria and goodness-of-fit test for affine causal processes

1 citations · 1 across the 1 of their papers we have counts for

collaborators

2 papers

math.ST2021

General Hannan and Quinn Criterion for Common Time Series

Kare Kamila

This paper aims to study data driven model selection criteria for a large class of time series, which includes ARMA or AR( $\infty$ ) processes, as well as GARCH or ARCH( $\infty$ ), A…

math.ST2019★ 1 cited

Consistent model selection criteria and goodness-of-fit test for affine causal processes

Jean-Marc Bardet, Kare Kamila, William Kengne

This paper studies the model selection problem in a large class of causal time series models, which includes both the ARMA or AR( $\infty$ ) processes, as well as the GARCH or ARCH($…