Order selection in nonlinear time series models with application to the study of cell memory

DOI10.1214/12-AOAS546zbMath1401.92068arXiv1210.0307OpenAlexW3103152399MaRDI QIDQ714378

Ying Hung

Publication date: 21 October 2012

Published in: The Annals of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1210.0307

zbMATH Keywords

consistencythreshold autoregressive modelorder selectionmicropipette experimentsingle molecule

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to biology and medical sciences; meta analysis (62P10) Cell biology (92C37)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• The Adaptive Lasso and Its Oracle Properties
• Threshold models in non-linear time series analysis
• Smoothing noisy data with spline functions: Estimating the correct degree of smoothing by the method of generalized cross-validation
• Estimating the dimension of a model
• Consistent cross-validatory model-selection for dependent data: hv-block cross-validation
• Nonlinear time series. Nonparametric and parametric methods
• REML estimation: Asymptotic behavior and related topics
• Consistency and limiting distribution of the least squares estimator of a threshold autoregressive model
• Strong consistency of the maximum likelihood estimator in generalized linear and nonlinear mixed-effects models
• Maximum likelihood estimation of a generalized threshold stochastic regression model
• Binary Time Series Modeling With Application to Adhesion Frequency Experiments
• A generalized threshold mixed model for analyzing nonnormal nonlinear time series, with application to plague in Kazakhstan
• A cross-validatory method for dependent data
• Ideal spatial adaptation by wavelet shrinkage
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Sample Splitting and Threshold Estimation
• Testing and Modeling Threshold Autoregressive Processes
• Order Selection in Finite Mixture Models With a Nonsmooth Penalty
• Convergence of stochastic processes

This page was built for publication: Order selection in nonlinear time series models with application to the study of cell memory