On The Modified Divergence Information Criterion

On The Modified Divergence Information Criterion

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In this work (paper), we investigate about the robustness of the modified divergence Information Criterion (MDIC), which proposed by Mantalos, Mattheou and Karagrigoriou (2008), to determine the probability KENWOOD CK307G 90 cm Dual Fuel Range Cooker Black of the Criterion picking up the true lag for Autoregressive process, when the error term of this process is normally and Non normally distributed.We Long Sleeve Shirts obtained the results for different sample sizes by using simulation.