The following pages link to (Q4195812):
Displayed 50 items.
- Counterexamples to parsimony and BIC (Q1206610) (← links)
- Model selection and prediction: Normal regression (Q1260697) (← links)
- On model selection in the computer age (Q1262043) (← links)
- AR and ARMA spectral estimation (Q1262110) (← links)
- The weighted average information criterion for order selection in time series and regression models (Q1265993) (← links)
- Forecasting exchange rate volatility using conditional variance models selected by information criteria (Q1274416) (← links)
- 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)
- Modified information criteria and selection of long memory time series models (Q1623513) (← links)
- Bootstrap order determination for ARMA models: a comparison between different model selection criteria (Q1658076) (← links)
- Forecasting inflation and GDP growth using heuristic optimisation of information criteria and variable reduction methods (Q1659126) (← links)
- The exact Gaussian likelihood estimation of time-dependent VARMA models (Q1659153) (← links)
- On constrained estimation of graphical time series models (Q1662855) (← links)
- Asymptotics of AIC, BIC, and RMSEA for model selection in structural equation modeling (Q1695635) (← links)
- Autoregressive spatial spectral estimates (Q1706446) (← links)
- A neural network method for nonlinear time series analysis (Q1726175) (← links)
- Regularization parameter selection for penalized empirical likelihood estimator (Q1741726) (← links)
- The exponentiated Gumbel type-2 distribution: properties and application (Q1751472) (← 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)
- Multiple change-points detection by empirical Bayesian information criteria and Gibbs sampling induced stochastic search (Q1984867) (← links)
- Approximate maximum likelihood estimation of a threshold diffusion process (Q2008117) (← links)
- Strong consistency of log-likelihood-based information criterion in high-dimensional canonical correlation analysis (Q2023829) (← links)
- Consistent variable selection criteria in multivariate linear regression even when dimension exceeds sample size (Q2041755) (← links)