Accumulated prediction errors, information criteria and optimal forecasting for autoregressive time series (Q2642748): Difference between revisions

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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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+Order selection for same-realization predictions in autoregressive processes
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+THE ESTIMATION OF THE ORDER OF AN AUTOREGRESSION USING RECURSIVE RESIDUALS AND CROSS-VALIDATION
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+Properties of Predictors in Misspecified Autoregressive Time Series Models
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+Selection of the order of an autoregressive model by Akaike's information criterion
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+Asymptotically efficient selection of the order of the model for estimating parameters of a linear process
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+Model selection and prediction: Normal regression
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