Pages that link to "Item:Q1915447"
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The following pages link to Information criteria for selecting possibly misspecified parametric models (Q1915447):
Displaying 50 items.
- Extension of the Schwarz information criterion for models sharing parameter boundaries (Q274032) (← links)
- On the selection of forecasting models (Q274892) (← links)
- Markov-switching model selection using Kullback-Leibler divergence (Q278195) (← links)
- Nonparametric likelihood ratio model selection tests between parametric likelihood and moment condition models (Q288350) (← links)
- Persistence in forecasting performance and conditional combination strategies (Q291843) (← links)
- Estimation and model selection of semiparametric copula-based multivariate dynamic models under copula misspecification (Q291847) (← links)
- Consistent ranking of volatility models (Q292007) (← links)
- Term structure of risk under alternative econometric specifications (Q292020) (← links)
- Nonlinear models for strongly dependent processes with financial applications (Q299256) (← links)
- Heuristic optimization methods for dynamic panel data model selection: application on the Russian innovative performance (Q429539) (← links)
- Copula directed acyclic graphs (Q517376) (← links)
- Estimation and model selection of semiparametric multivariate survival functions under general censorship (Q530982) (← links)
- A jackknife type approach to statistical model selection (Q643408) (← links)
- On model selection from a finite family of possibly misspecified time series models (Q666592) (← links)
- Bayesian averaging, prediction and nonnested model selection (Q738162) (← links)
- Modeling stock markets' volatility using GARCH models with normal, Student's \(t\) and stable Paretian distributions (Q840975) (← links)
- Inference after checking multiple Bayesian models for data conflict and applications to mitigating the influence of rejected priors (Q900266) (← links)
- Cluster analysis of panel data sets using non-standard optimisation of information criteria (Q956563) (← links)
- Variable selection in regression models using nonstandard optimisation of information criteria (Q1020778) (← links)
- Forecasting exchange rate volatility using conditional variance models selected by information criteria (Q1274416) (← links)
- Moderate deviations of minimum contrast estimators under contamination (Q1412368) (← links)
- Duration dependence and nonparametric heterogeneity: A Monte Carlo study (Q1573368) (← links)
- An analytically tractable interest rate model with humped volatility (Q1579480) (← links)
- Modified information criteria and selection of long memory time series models (Q1623513) (← links)
- Forecasting inflation and GDP growth using heuristic optimisation of information criteria and variable reduction methods (Q1659126) (← links)
- Semiparametric efficient adaptive estimation of the GJR-GARCH model (Q1756033) (← links)
- A nonlinear long memory model, with an application to US unemployment. (Q1858967) (← links)
- Information criteria for selecting possibly misspecified parametric models (Q1915447) (← links)
- Forecasting using predictive likelihood model averaging (Q1929119) (← links)
- An analysis of global warming in the Alpine region based on nonlinear nonstationary time series models (Q1934285) (← links)
- Generalized predictive information criteria for the analysis of feature events (Q1951133) (← links)
- Bootstrapping forecast intervals in ARCH models (Q1969428) (← links)
- Statistical tests for comparing possibly misspecified and nonnested models (Q1977909) (← links)
- Asymptotic analysis of model selection criteria for general hidden Markov models (Q1994901) (← links)
- Model selection in utility-maximizing binary prediction (Q2024476) (← links)
- Data-driven portmanteau tests for time series (Q2084715) (← links)
- Subdata selection algorithm for linear model discrimination (Q2110346) (← links)
- Consistent model selection criteria and goodness-of-fit test for common time series models (Q2180087) (← links)
- Bias-corrected Kullback-Leibler distance criterion based model selection with covariables missing at random (Q2242002) (← links)
- Non-monotonic penalizing for the number of structural breaks (Q2259336) (← links)
- Discrepancy risk model selection test theory for comparing possibly misspecified or nonnested models (Q2259869) (← links)
- Parsimonious periodic autoregressive models for time series with evolving trend and seasonality (Q2302470) (← links)
- Bootstrap score tests for fractional integration in heteroskedastic ARFIMA models, with an application to price dynamics in commodity spot and futures markets (Q2347732) (← links)
- Complexity control in statistical learning (Q2371223) (← links)
- Copula based flexible modeling of associations between clustered event times (Q2398456) (← links)
- Determining the MSE-optimal cross section to forecast (Q2440386) (← links)
- Forecasting business profitability by using classification techniques: a comparative analysis based on a Spanish case (Q2485344) (← links)
- Model equivalence tests in a parametric framework (Q2512611) (← links)
- EXISTENCE AND CHARACTERIZATION OF CONDITIONAL DENSITY PROJECTIONS (Q2826008) (← links)
- Selection Consistency of Generalized Information Criterion for Sparse Logistic Model (Q2833365) (← links)
