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Need Formulas For Mean & SE/SD of Some Things

Started by SplineManX February 4, 2009
I'm writing an open source software toolkit for multiscale
autoregressive modeling with wavelets (http://www.dataraptor.net/
MSARW/). As part of an upgrade, automatic fitting procedures are being
added. For this upgrade, I need the mean and variance, a way of
testing values of the parameters listed below or both. I've made an
extensive Google search and found nothing. Any help is appreciated.

The parameters in question are:

AIC (Akaike Information Criterion)
http://en.wikipedia.org/wiki/Akaike_information_criterion

BIC (Bayesian Information Criterion)
http://en.wikipedia.org/wiki/Bayesian_information_criterion

MAE (Mean Absolute Error)
http://en.wikipedia.org/wiki/Mean_absolute_error

Thank you