The following pages link to (Q4195812):
Displayed 50 items.
- Semi-nonparametric estimation of independently and identically repeated first-price auctions via an integrated simulated moments method (Q527921) (← links)
- Cointegrating rank selection in models with time-varying variance (Q527990) (← links)
- Model selection in the presence of nonstationarity (Q528002) (← links)
- Model identification of ARIMA family using genetic algorithms (Q556129) (← links)
- A note on the generalized degrees of freedom under the \(L_{1}\) loss function (Q607177) (← links)
- Subset selection for vector autoregressive processes via adaptive Lasso (Q613145) (← links)
- Order selection for heteroscedastic autoregression: a study on concentration (Q613183) (← links)
- On the performance of West's bubble test: a simulation approach (Q613258) (← links)
- Goodness-of-fit tests in mixed models (Q619094) (← links)
- Variable selection strategies in survival models with multiple imputations (Q636117) (← links)
- A two-stage information criterion for stochastic systems revisited (Q665218) (← links)
- Identification of multivariate AR-models by threshold accepting (Q672526) (← links)
- Information criterion as a multiple testing procedure (Q689411) (← links)
- New approaches for determining the degree of differencing necessary to induce stationarity in ARIMA models (Q689413) (← links)
- Hedging effectiveness of stock index futures (Q704076) (← links)
- BAT - the Bayesian analysis toolkit (Q711804) (← links)
- Akaike-type criteria and the reliability of inference: model selection versus statistical model specification (Q736670) (← links)
- Model evaluation, discrepancy function estimation, and social choice theory (Q737003) (← links)
- Order selection in finite mixtures of linear regressions (Q744818) (← links)
- Model selection for integrated autoregressive processes of infinite order (Q765828) (← links)
- Estimation of structure by minimum description length (Q794965) (← links)
- Nonparametric curve estimation with time series errors (Q811056) (← links)
- Using simulated annealing to optimize the feature selection problem in marketing applications (Q819080) (← links)
- On the quantification of model uncertainty: a Bayesian perspective (Q823871) (← links)
- Variable selection in generalized random coefficient autoregressive models (Q824522) (← links)
- An efficient branch-and-bound strategy for subset vector autoregressive model selection (Q844693) (← links)
- Bayesian model learning based on predictive entropy (Q853783) (← links)
- Tests of Granger causality by the selection of the orders of a bivariate autoregressive model (Q899880) (← links)
- Bootstrap-based model selection criteria for beta regressions (Q905106) (← links)
- An \(M\)-estimation-based procedure for determining the number of regression models in regression clustering (Q933900) (← links)
- A Hilbert-Huang transform approach for predicting cyber-attacks (Q955858) (← links)
- Estimating all possible SUR models with permuted exogenous data matrices derived from a VAR process (Q956526) (← links)
- A corrected Akaike criterion based on Kullback's symmetric divergence: applications in time series, multiple and multivariate regression (Q959247) (← links)
- An improved Akaike information criterion for state-space model selection (Q959349) (← links)
- The volatility structure of the fixed income market under the HJM framework: a nonlinear filtering approach (Q961403) (← links)
- Identification of vector AR models with recursive structural errors using conditional independence graphs (Q998881) (← links)
- Bayesian learning of graphical vector autoregressions with unequal lag-lengths (Q1009333) (← links)
- On time series model selection involving many candidate ARMA models (Q1020721) (← links)
- Variable selection in regression models using nonstandard optimisation of information criteria (Q1020778) (← links)
- Asymptotic mean efficiency of a selection of regression variables (Q1057602) (← links)
- Multivariate subset autoregressive modelling with zero constraints for detecting 'overall causality' (Q1069258) (← links)
- A note on some model selection criteria (Q1084792) (← links)
- The behaviour of the Lagrangian multiplier test in testing the orders of an ARMA-model (Q1084822) (← links)
- Model selection for forecasting (Q1086969) (← links)
- Selection of the number of regression variables; A minimax choice of generalized FPE (Q1089707) (← links)
- Model selection and Akaike's information criterion (AIC): The general theory and its analytical extensions (Q1092542) (← links)
- On the recursive fitting of subset autoregressive-moving average process (Q1098212) (← links)
- On model order estimation for partially observed Markov chains (Q1105545) (← links)
- Nonstationary time series identification (Q1116608) (← links)
- Consistent order estimation for linear stochastic feedback control systems (CARMA model) (Q1117191) (← links)