Pages that link to "Item:Q3440751"
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The following pages link to Partial autocorrelation parameterization for subset autoregression (Q3440751):
Displaying 9 items.
- Generalized information criterion for the AR model (Q508120) (← links)
- Szegő's theorem and its probabilistic descendants (Q1950169) (← links)
- Finite-sample properties of estimators for first and second order autoregressive processes (Q2676880) (← links)
- The restricted likelihood ratio test for autoregressive processes (Q2930894) (← links)
- Oracle model selection for correlated data via residuals (Q5076884) (← links)
- Model selection for time series with nonlinear trend (Q5104523) (← links)
- Estimation of stationary autoregressive models with the Bayesian LASSO (Q5397970) (← links)
- Modelling and Prediction of Financial Time Series (Q5419653) (← links)
- Modelling and parameter estimation for discretely observed fractional iterated Ornstein-Uhlenbeck processes (Q6101687) (← links)
