Automatic selection of a linear predictor through frequency domain cross-validation (Q3768228): Difference between revisions

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+Fitting autoregressive models for prediction
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+Normal rank
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+A new look at the statistical model identification
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+Asymptotically efficient selection of the order by the criterion autoregressive transfer function
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+Data-Driven Choice of a Spectrum Estimate: Extending the Applicability of Cross-Validation Methods
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+Properties of Predictors in Misspecified Autoregressive Time Series Models
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+Exact factorization of the spectral density ann its application to wrf,castiilg and time series analysis
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+Q3323077
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+Normal rank
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+Asymptotically efficient selection of the order of the model for estimating parameters of a linear process
+Normal rank