Simultaneous confidence bands for Yule-Walker estimators and order selection (Q450047): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Changed an Item
ReferenceBot (talk | contribs)
Changed an Item
(4 intermediate revisions by 4 users not shown)
Property / describes a project that uses
 
Property / describes a project that uses: FitAR / rank
 
Normal rank
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / arXiv ID
 
Property / arXiv ID: 1205.6644 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Fitting autoregressive models for prediction / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4170056 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Autocorrelation, autoregression and autoregressive approximation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5631966 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A convergence rate in extreme-value theory / rank
 
Normal rank
Property / cites work
 
Property / cites work: Risk bounds for model selection via penalization / rank
 
Normal rank
Property / cites work
 
Property / cites work: Consistent autoregressive spectral estimates / rank
 
Normal rank
Property / cites work
 
Property / cites work: Testing for changes in the covariance structure of linear processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Limit Theorems for the Maximum Term in Stationary Sequences / rank
 
Normal rank
Property / cites work
 
Property / cites work: Revisiting two strong approximation results of Dudley and Philipp / rank
 
Normal rank
Property / cites work
 
Property / cites work: Consistent Recursive Estimation of the Order of an Autoregressive Moving Average Process / rank
 
Normal rank
Property / cites work
 
Property / cites work: Banded Regularization of Autocovariance Matrices in Application to Parameter Estimation and Forecasting of Time Series / rank
 
Normal rank
Property / cites work
 
Property / cites work: Fractionally integrated generalized autoregressive conditional heteroskedasticity / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3084271 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3511004 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4660423 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Time series: theory and methods. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5667817 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The risk inflation criterion for multiple regression / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the inverses of some patterned matrices arising in the theory of stationary time series / rank
 
Normal rank
Property / cites work
 
Property / cites work: ARCH models and financial applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5612941 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The estimation of the order of an ARMA process / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4195812 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On same-realization prediction in an infinite-order autoregressive process. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Order selection for same-realization predictions in autoregressive processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: CAN ONE ESTIMATE THE UNCONDITIONAL DISTRIBUTION OF POST-MODEL-SELECTION ESTIMATORS? / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5312885 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Subset Autoregression / rank
 
Normal rank
Property / cites work
 
Property / cites work: Regions of autocorrelation coefficients in AR(p) and EX(p) processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4207475 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Some recent advances in time series modeling / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Large-Sample Test for the Goodness of Fit of Autoregressive Schemes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Modeling by shortest data description / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimating the dimension of a model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4344404 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Selection of the order of an autoregressive model by Akaike's information criterion / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5812592 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On periodicity in series of related terms / rank
 
Normal rank
Property / cites work
 
Property / cites work: TESTS OF FIT IN TIME SERIES / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the fitting of multivariate autoregressions, and the approximate canonical factorization of a spectral density matrix / rank
 
Normal rank
Property / cites work
 
Property / cites work: An asymptotic theory for sample covariances of Bernoulli shifts / rank
 
Normal rank
links / mardi / namelinks / mardi / name
 

Revision as of 15:56, 5 July 2024

scientific article
Language Label Description Also known as
English
Simultaneous confidence bands for Yule-Walker estimators and order selection
scientific article

    Statements

    Simultaneous confidence bands for Yule-Walker estimators and order selection (English)
    0 references
    0 references
    0 references
    3 September 2012
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    autoregressive processes
    0 references
    extreme value distributions
    0 references
    order selection
    0 references
    AIC
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references