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):
Displayed 21 items.
- THE CRITERION AUTOREGRESSIVE TRANSFER FUNCTION OF PARZEN (Q3730886) (← links)
- ON THE UNBIASEDNESS PROPERTY OF AIC FOR EXACT OR APPROXIMATING LINEAR STOCHASTIC TIME SERIES MODELS (Q3738436) (← links)
- Automatic selection of a linear predictor through frequency domain cross-validation (Q3768228) (← links)
- Selection of regressors in econometrics: parametric and nonparametric methods selection of regressors in econometrics (Q4211359) (← links)
- Bootstrap order selection for autoregressive models (Q4237835) (← links)
- Projected polynomial autoregression for prediction of stationary time series (Q4269559) (← links)
- A NEW WAY TO ESTIMATE ORDERS IN TIME SERIES (Q4319849) (← links)
- Order Determination in Nonlinear Time Series by Penalized Least-Squares (Q4431294) (← links)
- Test of Significance in order selection (Q4493698) (← links)
- ESTIMATION OF THE PREDICTION ERROR VARIANCE AND AN R<sup>2</sup>MEASURE BY AUTOREGRESSIVE MODEL FITTING (Q4696570) (← links)
- A Bootstrap Test for Symmetry of Dependent Data Based on a Kolmogorov–Smirnov Type Statistic (Q4803404) (← links)
- DATA-DRIVEN NONPARAMETRIC SPECTRAL DENSITY ESTIMATORS FOR ECONOMIC TIME SERIES: A MONTE CARLO STUDY (Q4817434) (← links)
- Asymptotic efficiency of model selection criteria: the nonzero mean gaussian ar(∞) case (Q4843864) (← links)
- Order Choice in Nonlinear Autoregressive Models (Q4857302) (← links)
- A CORRECTED AKAIKE INFORMATION CRITERION FOR VECTOR AUTOREGRESSIVE MODEL SELECTION (Q5285834) (← links)
- On Efficient AR Spectral Estimation for Long-Range Predictions (Q5314590) (← links)
- AUTOMATIC INFERENCE FOR INFINITE ORDER VECTOR AUTOREGRESSIONS (Q5697626) (← links)
- THE ASYMPTOTIC DISTRIBUTION OF THE COINTEGRATION RANK ESTIMATOR UNDER THE AKAIKE INFORMATION CRITERION (Q5719160) (← links)
- Asymptotically efficient order selection in nonstationary AR processes (Q5936978) (← links)
- Order estimation for subspace methods (Q5947627) (← links)
- Forecasting time series with sieve bootstrap (Q5956231) (← links)