On Efficient AR Spectral Estimation for Long-Range Predictions (Q5314590): Difference between revisions

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+Statistical predictor identification
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+Consistent autoregressive spectral estimates
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+THE CRITERION AUTOREGRESSIVE TRANSFER FUNCTION OF PARZEN
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+Asymptotically efficient autoregressive model selection for multistep prediction
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+Time series: theory and methods.
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+An effective selection of regression variables when the error distribution is incorrectly specified
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+Regression and time series model selection in small samples
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+Asymptotic efficiency of model selection criteria: the nonzero mean gaussian ar(∞) case
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+MODELING LONG-MEMORY PROCESSES FOR OPTIMAL LONG-RANGE PREDICTION
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+Estimating the dimension of a model
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+Asymptotically efficient selection of the order of the model for estimating parameters of a linear process
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+An optimal autoregressive spectral estimate
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+On selection of the order of the spectral density model for a stationary process
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+Publication:5314590