An Improved Divergence Information Criterion for the Determination of the Order of an AR Process (Q3577213): Difference between revisions

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-Kyriacos Mattheou
@@ Property / author: Kyriacos Mattheou / rank @@
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+Kyriacos Mattheou
@@ Property / author: Kyriacos Mattheou / rank @@
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1080/03610911003650391
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@@ Property / OpenAlex ID @@
+W2072946153
@@ Property / OpenAlex ID: W2072946153 / rank @@
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@@ Property / cites work @@
+Fitting autoregressive models for prediction
@@ Property / cites work: Fitting autoregressive models for prediction / rank @@
+Normal rank
@@ Property / cites work @@
+A new look at the statistical model identification
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+Robust and efficient estimation by minimising a density power divergence
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+An improved Akaike information criterion for state-space model selection
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@@ Property / cites work @@
+Q3292891
@@ Property / cites work: Q3292891 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5663204
@@ Property / cites work: Q5663204 / rank @@
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@@ Property / cites work @@
+Assessing the predictive influence of cases in a state space process
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+The estimation of the order of an ARMA process
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+Fitting Autoregressions
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+Generalised information criteria in model selection
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+A Method for Analyzing Supersaturated Designs with a Block Orthogonal Structure
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+On Information and Sufficiency
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+On the quantile process based on the autoregressive residuals.
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+A model selection criterion based on the BHHJ measure of divergence
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+Estimating the dimension of a model
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+Vector Autoregressive Model-Order Selection From Finite Samples Using Kullback's Symmetric Divergence
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+A criterion for model selection in the presence of incomplete data based on Kullback's symmetric divergence
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+Bootstrap variants of the Akaike information criterion for mixed model selection
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@@ Property / cites work @@
+Selection of the order of an autoregressive model by Akaike's information criterion
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@@ Property / cites work @@
+TESTS OF FIT IN TIME SERIES
@@ Property / cites work: TESTS OF FIT IN TIME SERIES / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:3577213