Predictor Selection for Positive Autoregressive Processes (Q4975347): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
ReferenceBot (talk | contribs)
Changed an Item
 
(2 intermediate revisions by 2 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1080/01621459.2013.836974 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W1991584209 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Non-Gaussian Ornstein–Uhlenbeck-based Models and Some of Their Uses in Financial Economics / rank
 
Normal rank
Property / cites work
 
Property / cites work: Infrence for non-negative autoregressive schemes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4130269 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic inference for unstable auto-regressive time series with drifts / rank
 
Normal rank
Property / cites work
 
Property / cites work: Local Convergence of Martingales and the Law of Large Numbers / rank
 
Normal rank
Property / cites work
 
Property / cites work: Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimation for first-order autoregressive processes with positive or bounded innovations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root / rank
 
Normal rank
Property / cites work
 
Property / cites work: First-order autoregressive gamma sequences and point processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4840212 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Strong consistency of the PLS criterion for order determination of autoregressive processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Non-negative time series models for dry river flow / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Note on Mean‐squared Prediction Errors of the Least Squares Predictors in Random Walk Models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Selecting optimal multistep predictors for autoregressive processes of unknown order. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Accumulated prediction errors, information criteria and optimal forecasting for autoregressive time series / rank
 
Normal rank
Property / cites work
 
Property / cites work: Correlograms for Non-Stationary Autoregressions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Likelihood analysis of a first‐order autoregressive model with exponential innovations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Model selection and prediction: Normal regression / rank
 
Normal rank
Property / cites work
 
Property / cites work: Adaptive prediction by least squares predictors in stochastic regression models with applications to time series / rank
 
Normal rank
Property / cites work
 
Property / cites work: On predictive least squares principles / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3393449 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A note on mean squared prediction error under the unit root model with deterministic trend / rank
 
Normal rank

Latest revision as of 06:07, 14 July 2024

scientific article; zbMATH DE number 6756867
Language Label Description Also known as
English
Predictor Selection for Positive Autoregressive Processes
scientific article; zbMATH DE number 6756867

    Statements

    Predictor Selection for Positive Autoregressive Processes (English)
    0 references
    0 references
    0 references
    4 August 2017
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    accumulated prediction error
    0 references
    mean squared prediction error
    0 references
    moment bound
    0 references
    positive autoregressive model
    0 references
    unit root
    0 references
    0 references
    0 references
    0 references
    0 references