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

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+Non-Gaussian Ornstein–Uhlenbeck-based Models and Some of Their Uses in Financial Economics
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+Infrence for non-negative autoregressive schemes
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+Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis
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+Estimation for first-order autoregressive processes with positive or bounded innovations
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+Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root
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+Strong consistency of the PLS criterion for order determination of autoregressive processes
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+Non-negative time series models for dry river flow
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+A Note on Mean‐squared Prediction Errors of the Least Squares Predictors in Random Walk Models
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+Selecting optimal multistep predictors for autoregressive processes of unknown order.
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+Accumulated prediction errors, information criteria and optimal forecasting for autoregressive time series
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+Correlograms for Non-Stationary Autoregressions
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+Likelihood analysis of a first‐order autoregressive model with exponential innovations
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+Model selection and prediction: Normal regression
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+Adaptive prediction by least squares predictors in stochastic regression models with applications to time series
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+On predictive least squares principles
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+Q3393449
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+A note on mean squared prediction error under the unit root model with deterministic trend
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