Bootstrap order selection for autoregressive models (Q4237835): Difference between revisions

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+https://doi.org/10.1080/00949659808811911
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+W2103497583
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+Fitting autoregressive models for prediction
@@ Property / cites work: Fitting autoregressive models for prediction / rank @@
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+A new look at the statistical model identification
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+Q4862306
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+ARMA model identification
@@ Property / cites work: ARMA model identification / rank @@
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+Bootstrap methods: another look at the jackknife
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+The moving blocks bootstrap and robust inference for linear least squares and quantile regressions
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+Bootstrapping regression models
@@ Property / cites work: Bootstrapping regression models / rank @@
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+On bootstrapping two-stage least-squares estimates in stationary linear models
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+Estimating Regression Models of Finite but Unknown Order
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+On blocking rules for the bootstrap with dependent data
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+The jackknife and the bootstrap for general stationary observations
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+Q4869557
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+Some recent advances in time series modeling
@@ Property / cites work: Some recent advances in time series modeling / rank @@
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+The Stationary Bootstrap
@@ Property / cites work: The Stationary Bootstrap / rank @@
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+Determining a portfolio of linear time series models
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+Elements of multivariate time series analysis
@@ Property / cites work: Elements of multivariate time series analysis / rank @@
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+Estimating the dimension of a model
@@ Property / cites work: Estimating the dimension of a model / rank @@
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+Bootstrap Model Selection
@@ Property / cites work: Bootstrap Model Selection / rank @@
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+Asymptotically efficient selection of the order of the model for estimating parameters of a linear process
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