Pages that link to "Item:Q1135600"
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The following pages link to Asymptotically efficient selection of the order of the model for estimating parameters of a linear process (Q1135600):
Displaying 50 items.
- Bootstrap order determination for ARMA models: a comparison between different model selection criteria (Q1658076) (← links)
- Model averaging based on leave-subject-out cross-validation for vector autoregressions (Q1740272) (← links)
- On residual empirical processes of stochastic regression models with applications to time series (Q1807171) (← links)
- Model selection in orthogonal regression (Q1808690) (← links)
- On same-realization prediction in an infinite-order autoregressive process. (Q1810711) (← links)
- Maximum likelihood principle and model selection when the true model is unspecified (Q1825556) (← links)
- Nonasymptotic bounds for autoregressive time series modeling. (Q1848866) (← links)
- Weak dependence beyond mixing and asymptotics for nonparametric regression (Q1848943) (← links)
- Consistent order selection with strongly dependent data and its application to efficient estimation. (Q1858970) (← links)
- AIC, overfitting principles, and the boundedness of moments of inverse matrices for vector autotregressions and related models. (Q1861397) (← links)
- Bootstraps for time series (Q1872593) (← links)
- Selecting optimal multistep predictors for autoregressive processes of unknown order. (Q1879949) (← 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)
- Asymptotic analysis of model selection criteria for general hidden Markov models (Q1994901) (← links)
- Evaluating panel data forecasts under independent realization (Q2018600) (← links)
- Model averaging prediction for time series models with a diverging number of parameters (Q2024480) (← links)
- Model averaging multistep prediction in an infinite order autoregressive process (Q2109293) (← links)
- Consistent order selection for ARFIMA processes (Q2148974) (← links)
- Consistent model selection criteria and goodness-of-fit test for common time series models (Q2180087) (← links)
- Model selection for high-dimensional linear regression with dependent observations (Q2215720) (← links)
- Bias-corrected Kullback-Leibler distance criterion based model selection with covariables missing at random (Q2242002) (← links)
- Non-monotonic penalizing for the number of structural breaks (Q2259336) (← links)
- Order selection for possibly infinite-order non-stationary time series (Q2324319) (← links)
- A consistency property of the AIC for multivariate linear models when the dimension and the sample size are large (Q2346518) (← links)
- Higher-order improvements of the sieve bootstrap for fractionally integrated processes (Q2354860) (← links)
- Consistency of cross-validation when the data are curves (Q2366193) (← links)
- Order selection for same-realization predictions in autoregressive processes (Q2368859) (← links)
- Convergence of the least-squares method with a polynomial regularizer for the infinite-dimensional autoregression equation (Q2386486) (← links)
- Model averaging by jackknife criterion in models with dependent data (Q2439862) (← links)
- Determining the MSE-optimal cross section to forecast (Q2440386) (← links)
- Forecasting a long memory process subject to structural breaks (Q2453079) (← links)
- Autoregressive approximation in nonstandard situations: the fractionally integrated and non-invertible cases (Q2477005) (← links)
- Bias correction for outlier estimation in time series (Q2500646) (← links)
- Model selection in the presence of incidental parameters (Q2516318) (← 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)
- A simple solution of the spurious regression problem (Q2691758) (← links)
- Selection Strategy for Covariance Structure of Random Effects in Linear Mixed-effects Models (Q2791840) (← links)
- Akaike’s information criterion correction for the least-squares autoregressive spectral estimator (Q2851987) (← links)
- Determining the order of the functional autoregressive model (Q2852484) (← links)
- Efficiency for Regularization Parameter Selection in Penalized Likelihood Estimation of Misspecified Models (Q2861816) (← links)
- A MODIFIED INFORMATION CRITERION FOR COINTEGRATION TESTS BASED ON A VAR APPROXIMATION (Q2886962) (← links)
- Generalized information criterion (Q2930889) (← links)
- Model selection criteria in beta regression with varying dispersion (Q2965609) (← links)
- Bootstrap-based ARMA order selection (Q3087814) (← links)
- Banded Regularization of Autocovariance Matrices in Application to Parameter Estimation and Forecasting of Time Series (Q3107199) (← links)
- Bias Correction of Persistence Measures in Fractionally Integrated Models (Q3192403) (← links)
