Consistent order selection for ARFIMA processes (Q2148974): Difference between revisions

@@ 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 / cites work @@
+Modified information criteria and selection of long memory time series models
+Normal rank
@@ Property / cites work @@
+Consistent model selection criteria and goodness-of-fit test for common time series models
+Normal rank
@@ Property / cites work @@
+Q4865042
@@ Property / cites work: Q4865042 / rank @@
+Normal rank
@@ Property / cites work @@
+On unified model selection for stationary and nonstationary short- and long-memory autoregressive processes
+Normal rank
@@ Property / cites work @@
+Generalized autoregressive conditional heteroscedasticity
+Normal rank
@@ Property / cites work @@
+Moment bounds and mean squared prediction errors of long-memory time series
+Normal rank
@@ Property / cites work @@
+Uniform moment bounds of Fisher's information with applications to time series
+Normal rank
@@ Property / cites work @@
+Consistent order estimation for linear stochastic feedback control systems (CARMA model)
+Normal rank
@@ Property / cites work @@
+The estimation of the order of an ARMA process
@@ Property / cites work: The estimation of the order of an ARMA process / rank @@
+Normal rank
@@ Property / cites work @@
+A method for autoregressive-moving average estimation
+Normal rank
@@ Property / cites work @@
+Recursive estimation of mixed autoregressive-moving average order
+Normal rank
@@ Property / cites work @@
+Fractional Invariance Principle
@@ Property / cites work: Fractional Invariance Principle / rank @@
+Normal rank
@@ Property / cites work @@
+Gaussian pseudo-maximum likelihood estimation of fractional time series models
+Normal rank
@@ Property / cites work @@
+Estimation of nonstationary ARMAX models based on the Hannan-Rissanen method
+Normal rank
@@ Property / cites work @@
+Model selection for integrated autoregressive processes of infinite order
+Normal rank
@@ Property / cites work @@
+Order selection for same-realization predictions in autoregressive processes
+Normal rank
@@ Property / cites work @@
+Testing for change points in time series models and limiting theorems for NED sequences
+Normal rank
@@ Property / cites work @@
+NECESSARY AND SUFFICIENT MOMENT CONDITIONS FOR THE  GARCH(<i>r</i>,<i>s</i>) AND ASYMMETRIC POWER  GARCH(<i>r</i>,<i>s</i>) MODELS
+Normal rank
@@ Property / cites work @@
+Stationarity and the existence of moments of a family of GARCH processes.
+Normal rank
@@ Property / cites work @@
+ORDER DETERMINATION OF MULTIVARIATE AUTOREGRESSIVE TIME SERIES WITH UNIT ROOTS
+Normal rank
@@ Property / cites work @@
+Asymptotically efficient selection of the order of the model for estimating parameters of a linear process
+Normal rank
@@ Property / cites work @@
+Order selection in nonstationary autoregressive models
+Normal rank
@@ Property / cites work @@
+On predictive least squares principles
@@ Property / cites work: On predictive least squares principles / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1214/21-aos2149
+Normal rank
@@ Property / OpenAlex ID @@
+W4283023853
@@ Property / OpenAlex ID: W4283023853 / rank @@
+Normal rank