Autoregressive model selection for multistep prediction (Q1300940): Difference between revisions

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+Statistical predictor identification
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+Q4769776
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+Q4170056
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+A Bayesian extension of the minimum AIC procedure of autoregressive model fitting
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+On the Bias in Estimates of Forecast Mean Squared Error
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+ESTIMATION OF THE MOVING-AVERAGE REPRESENTATION OF A STATIONARY PROCESS BY AUTOREGRESSIVE MODEL FITTING
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+ESTIMATION OF THE PREDICTION ERROR VARIANCE AND AN R<sup>2</sup>MEASURE BY AUTOREGRESSIVE MODEL FITTING
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+Asymptotically efficient autoregressive model selection for multistep prediction
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+Q4344414
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+Q4158359
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+An Extension of a Theorem of G. Szego and Its Application to the Study of Stochastic Processes
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+Q5612941
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+The estimation of the order of an ARMA process
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+Recursive estimation of mixed autoregressive-moving average order
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+Q4344412
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+Estimation based on one step ahead prediction versus estimation based on multi-step ahead prediction
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+Prediction of multivariate time series by autoregressive model fitting
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+Some Comments on C P
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+Asymptotically efficient selection of the order of the model for estimating parameters of a linear process
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+Uniqueness of estimated k-step prediction models of ARMA processes
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+Robustness of maximum likelihood estimates for multi-step predictions: The exponential smoothing case
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+Multi-step estimation and forecasting in dynamic models
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