Pages that link to "Item:Q1588303"

The following pages link to Consistent cross-validatory model-selection for dependent data: hv-block cross-validation (Q1588303):

Displaying 26 items.

• A note on the validity of cross-validation for evaluating autoregressive time series prediction (Q138202) (← links)
• Order selection in nonlinear time series models with application to the study of cell memory (Q714378) (← links)
• Nonparametric prediction of stock returns based on yearly data: the long-term view (Q896758) (← links)
• On the usefulness of cross-validation for directional forecast evaluation (Q1623514) (← links)
• Prediction scoring of data-driven discoveries for reproducible research (Q2104015) (← links)
• Targeted cross-validation (Q2108483) (← links)
• ConNEcT: a novel network approach for investigating the co-occurrence of binary psychopathological symptoms over time (Q2141640) (← links)
• Markov cross-validation for time series model evaluations (Q2282291) (← links)
• Determining individual or time effects in panel data models (Q2295800) (← links)
• Asymptotic theory of the adaptive sparse group Lasso (Q2304247) (← links)
• Semiparametric stochastic volatility modelling using penalized splines (Q2354745) (← links)
• A stabilized POD model for turbulent flows over a range of Reynolds numbers: optimal parameter sampling and constrained projection (Q2425266) (← links)
• Flexible HAR model for realized volatility (Q2697034) (← links)
• Generalised correlated cross-validation (Q2892926) (← links)
• Generative adversarial networks for financial trading strategies fine-tuning and combination (Q5014212) (← links)
• Predicting recessions using trends in the yield spread (Q5036586) (← links)
• A GROUP REGULARISATION APPROACH FOR CONSTRUCTING GENERALISED AGE-PERIOD-COHORT MORTALITY PROJECTION MODELS (Q5067891) (← links)
• A rainfall forecasting method using machine learning models and its application to the Fukuoka city case (Q5403393) (← links)
• High-dimensional penalized arch processes (Q5861049) (← links)
• Forecasting Macroeconomic Variables Using Neural Network Models and Three Automated Model Selection Techniques (Q5864520) (← links)
• The focussed information criterion for generalised linear regression models for time series (Q6081853) (← links)
• Time series cross validation: a theoretical result and finite sample performance (Q6117808) (← links)
• High‐dimensional sparse multivariate stochastic volatility models (Q6135331) (← links)
• Asymptotics of K-fold cross validation (Q6535409) (← links)
• Bayesian cross-validation by parallel Markov chain Monte Carlo (Q6570349) (← links)
• The Temporal Overfitting Problem with Applications in Wind Power Curve Modeling (Q6631112) (← links)