The following pages link to (Q4195812):
Displayed 50 items.
- Specification via model selection in vector error correction models (Q1274716) (← links)
- Small-sample properties of some tests for unit root with data-based choice of the degree of augmentation. (Q1292221) (← links)
- Efficient and adaptive post-model-selection estimators (Q1298924) (← links)
- Model selection with data-oriented penalty (Q1298945) (← links)
- Appropriate penalties in the final prediction error criterion: A decision theoretic approach (Q1314700) (← links)
- Predictive stochastic complexity and model estimation for finite-state processes (Q1330228) (← links)
- Dynamical effects of overparametrization in nonlinear models (Q1342707) (← links)
- Inferring the rank of a matrix (Q1362038) (← links)
- Unifying the derivations for the Akaike and corrected Akaike information criteria. (Q1380588) (← links)
- Bayesian graphical model determination using decision theory (Q1400007) (← links)
- The efficiency of financial futures markets: tests of prediction accuracy. (Q1427544) (← links)
- The GIC for model selection: A hypothesis testing approach (Q1579998) (← links)
- SEMIFAR models -- a semiparametric approach to modelling trends, long-range dependence and nonstationarity (Q1608913) (← links)
- Some connections between Bayesian and non-Bayesian methods for regression model selection (Q1613040) (← links)
- Linear model selection by cross-validation (Q1765767) (← links)
- Model selection in orthogonal regression (Q1808690) (← links)
- On detection of the number of signals in presence of white noise (Q1822170) (← links)
- Maximum likelihood principle and model selection when the true model is unspecified (Q1825556) (← links)
- Fully Bayesian analysis of ARMA time series models (Q1838260) (← links)
- The consistency of the BIC Markov order estimator. (Q1848844) (← links)
- Asymptotically minimax regret procedures in regression model selection and the magnitude of the dimension penalty. (Q1848845) (← links)
- Consistent order selection with strongly dependent data and its application to efficient estimation. (Q1858970) (← links)
- Special issue: Long memory and nonlinear time series. Selected papers of a conference, Cardiff, UK, July 9--11, 2000 (Q1863673) (← links)
- The effects of different choices of order for autoregressive approximation on the Gaussian likelihood estimates for ARMA models (Q1871691) (← links)
- Densities, spectral densities and modality. (Q1879931) (← links)
- Bayesian analysis of the error correction model (Q1886286) (← links)
- Twenty-one ML estimators for model selection (Q1902566) (← links)
- Information criteria for selecting possibly misspecified parametric models (Q1915447) (← links)
- A small-sample correction for the Schwarz SIC model selection criterion. (Q1962165) (← links)
- A large-sample model selection criterion based on Kullback's symmetric divergence (Q1962213) (← links)
- On determination of the order of an autoregressive model (Q2277731) (← links)
- Order selection for same-realization predictions in autoregressive processes (Q2368859) (← links)
- Minimal penalties for Gaussian model selection (Q2369862) (← links)
- On the connection between model selection criteria and quadratic discrimination in ARMA time series models (Q2373672) (← links)
- Model selection: a Lagrange optimization approach (Q2390476) (← links)
- DWT-CEM: an algorithm for scale-temporal clustering in fMRI (Q2460444) (← links)
- Autoregressive approximation in nonstandard situations: the fractionally integrated and non-invertible cases (Q2477005) (← links)
- Selecting mixed-effects models based on a generalized information criterion (Q2489780) (← links)
- Consistent estimation of the basic neighborhood of Markov random fields (Q2493548) (← links)
- Towards data driven selection of a penalty function for data driven Neyman tests (Q2497949) (← links)
- Data-guided model combination by decomposition and aggregation (Q2499541) (← links)
- A small-sample criterion based on Kullback's symmetric divergence for vector autoregressive modeling (Q2507711) (← links)
- Consistent variable selection in high dimensional regression via multiple testing (Q2507896) (← links)
- Stochastic complexities of reduced rank regression in Bayesian estimation (Q2568011) (← links)
- A consistent procedure for determining the number of clusters in regression clustering (Q2573524) (← links)
- A consistent model selection for orthogonal regression under component-wise shrinkage (Q2581671) (← links)
- Structure identification of nonlinear dynamic systems - A survey on input/output approaches (Q2641255) (← links)
- Accumulated prediction errors, information criteria and optimal forecasting for autoregressive time series (Q2642748) (← links)
- Improved model selection criteria for SETAR time series models (Q2643276) (← links)
- Recursive order estimation of stochastic control systems (Q3033666) (← links)