Accumulative prediction error and the selection of time series models (Q2507906): Difference between revisions

@@ Property / author @@
-Peter D. Grünwald
@@ Property / author: Peter D. Grünwald / rank @@
-Normal rank
@@ Property / author @@
+Peter D. Grünwald
@@ Property / author: Peter D. Grünwald / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+BayesDA
@@ Property / describes a project that uses: BayesDA / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+Ox
@@ Property / describes a project that uses: Ox / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+longmemo
@@ Property / describes a project that uses: longmemo / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.jmp.2006.01.004
+Normal rank
@@ Property / OpenAlex ID @@
+W2142743431
@@ Property / OpenAlex ID: W2142743431 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4092796
@@ Property / cites work: Q4092796 / rank @@
+Normal rank
@@ Property / cites work @@
+A new look at the statistical model identification
+Normal rank
@@ Property / cites work @@
+Long memory processes and fractional integration in econometrics
+Normal rank
@@ Property / cites work @@
+Q4353479
@@ Property / cites work: Q4353479 / rank @@
+Normal rank
@@ Property / cites work @@
+The minimum description length principle in coding and modeling
+Normal rank
@@ Property / cites work @@
+Q4865042
@@ Property / cites work: Q4865042 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4293547
@@ Property / cites work: Q4293547 / rank @@
+Normal rank
@@ Property / cites work @@
+Autoregressive model selection for multistep prediction
+Normal rank
@@ Property / cites work @@
+Q3847819
@@ Property / cites work: Q3847819 / rank @@
+Normal rank
@@ Property / cites work @@
+Cross-validation methods
@@ Property / cites work: Cross-validation methods / rank @@
+Normal rank
@@ Property / cites work @@
+Model Selection and Multimodel Inference
@@ Property / cites work: Model Selection and Multimodel Inference / rank @@
+Normal rank
@@ Property / cites work @@
+Model comparisons and model selections based on generalization criterion methodology
+Normal rank
@@ Property / cites work @@
+Q2767488
@@ Property / cites work: Q2767488 / rank @@
+Normal rank
@@ Property / cites work @@
+Present Position and Potential Developments: Some Personal Views: Statistical Theory: The Prequential Approach
+Normal rank
@@ Property / cites work @@
+Q4272608
@@ Property / cites work: Q4272608 / rank @@
+Normal rank
@@ Property / cites work @@
+Prequential probability: principles and properties
+Normal rank
@@ Property / cites work @@
+Choosing a Model Selection Strategy
@@ Property / cites work: Choosing a Model Selection Strategy / rank @@
+Normal rank
@@ Property / cites work @@
+An empirical study of minimum description length model selection with infinite parametric complexity
+Normal rank
@@ Property / cites work @@
+Computational aspects of maximum likelihood estimation of autoregressive fractionally integrated moving average models
+Normal rank
@@ Property / cites work @@
+Q2778406
@@ Property / cites work: Q2778406 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5560803
@@ Property / cites work: Q5560803 / rank @@
+Normal rank
@@ Property / cites work @@
+Key concepts in model selection: Performance and generalizability
+Normal rank
@@ Property / cites work @@
+Special Issue Editorial: Kolmogorov Complexity
@@ Property / cites work: Special Issue Editorial: Kolmogorov Complexity / rank @@
+Normal rank
@@ Property / cites work @@
+Q4807438
@@ Property / cites work: Q4807438 / rank @@
+Normal rank
@@ Property / cites work @@
+On Rissanen's predictive stochastic complexity for stationary ARMA processes
+Normal rank
@@ Property / cites work @@
+Q4864274
@@ Property / cites work: Q4864274 / rank @@
+Normal rank
@@ Property / cites work @@
+Testing for long memory in the presence of a general trend
+Normal rank
@@ Property / cites work @@
+Q5672165
@@ Property / cites work: Q5672165 / rank @@
+Normal rank
@@ Property / cites work @@
+AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING
+Normal rank
@@ Property / cites work @@
+Model selection based on minimum description length
+Normal rank
@@ Property / cites work @@
+Model Selection and the Principle of Minimum Description Length
+Normal rank
@@ Property / cites work @@
+Strong consistency of the PLS criterion for order determination of autoregressive processes
+Normal rank
@@ Property / cites work @@
+Q3947022
@@ Property / cites work: Q3947022 / rank @@
+Normal rank
@@ Property / cites work @@
+Fractional differencing
@@ Property / cites work: Fractional differencing / rank @@
+Normal rank
@@ Property / cites work @@
+Regression and time series model selection in small samples
+Normal rank
@@ Property / cites work @@
+Q5726065
@@ Property / cites work: Q5726065 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4337021
@@ Property / cites work: Q4337021 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4154814
@@ Property / cites work: Q4154814 / rank @@
+Normal rank
@@ Property / cites work @@
+Memory-universal prediction of stationary random processes
+Normal rank
@@ Property / cites work @@
+Prequential and cross-validated regression estimation
+Normal rank
@@ Property / cites work @@
+The importance of complexity in model selection
@@ Property / cites work: The importance of complexity in model selection / rank @@
+Normal rank
@@ Property / cites work @@
+Estimation of models of autoregressive signal plus white noise
+Normal rank
@@ Property / cites work @@
+Spectral properties of human cognition and skill
@@ Property / cites work: Spectral properties of human cognition and skill / rank @@
+Normal rank
@@ Property / cites work @@
+Q3323077
@@ Property / cites work: Q3323077 / rank @@
+Normal rank
@@ Property / cites work @@
+Generalised linear model selection by the predictive least quasi-deviance criterion
+Normal rank
@@ Property / cites work @@
+Q4865943
@@ Property / cites work: Q4865943 / rank @@
+Normal rank
@@ Property / cites work @@
+A Predictive Least-Squares Principle
@@ Property / cites work: A Predictive Least-Squares Principle / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic complexity and modeling
@@ Property / cites work: Stochastic complexity and modeling / rank @@
+Normal rank
@@ Property / cites work @@
+Q3800883
@@ Property / cites work: Q3800883 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3995624
@@ Property / cites work: Q3995624 / rank @@
+Normal rank
@@ Property / cites work @@
+Fisher information and stochastic complexity
@@ Property / cites work: Fisher information and stochastic complexity / rank @@
+Normal rank
@@ Property / cites work @@
+Q4933945
@@ Property / cites work: Q4933945 / rank @@
+Normal rank
@@ Property / cites work @@
+Strong optimality of the normalized ML models as universal codes and information in data
+Normal rank
@@ Property / cites work @@
+Complexity of simple nonlogarithmic loss functions
+Normal rank
@@ Property / cites work @@
+Density estimation by stochastic complexity
@@ Property / cites work: Density estimation by stochastic complexity / rank @@
+Normal rank
@@ Property / cites work @@
+Estimating the dimension of a model
@@ Property / cites work: Estimating the dimension of a model / rank @@
+Normal rank
@@ Property / cites work @@
+Linear Model Selection by Cross-Validation
@@ Property / cites work: Linear Model Selection by Cross-Validation / rank @@
+Normal rank
@@ Property / cites work @@
+Q4727203
@@ Property / cites work: Q4727203 / rank @@
+Normal rank
@@ Property / cites work @@
+On Efficient Point Prediction Systems
@@ Property / cites work: On Efficient Point Prediction Systems / rank @@
+Normal rank
@@ Property / cites work @@
+Critical phenomena in natural sciences. Chaos, fractals, selforganization and disorder: concepts and tools
+Normal rank
@@ Property / cites work @@
+Bayesian Measures of Model Complexity and Fit
@@ Property / cites work: Bayesian Measures of Model Complexity and Fit / rank @@
+Normal rank
@@ Property / cites work @@
+Q4066417
@@ Property / cites work: Q4066417 / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotics for and against cross-validation
@@ Property / cites work: Asymptotics for and against cross-validation / rank @@
+Normal rank
@@ Property / cites work @@
+Q4127159
@@ Property / cites work: Q4127159 / rank @@
+Normal rank
@@ Property / cites work @@
+Assessing model mimicry using the parametric bootstrap.
+Normal rank
@@ Property / cites work @@
+An Information Measure for Classification
@@ Property / cites work: An Information Measure for Classification / rank @@
+Normal rank
@@ Property / cites work @@
+Q3799484
@@ Property / cites work: Q3799484 / rank @@
+Normal rank
@@ Property / cites work @@
+On predictive least squares principles
@@ Property / cites work: On predictive least squares principles / rank @@
+Normal rank
@@ Property / cites work @@
+Long-range memory and non-Markov statistical effects in human sensorimotor coordination
+Normal rank
@@ Property / cites work @@
+Model selection via multifold cross validation
@@ Property / cites work: Model selection via multifold cross validation / rank @@
+Normal rank