Pages that link to "Item:Q4203663"
From MaRDI portal
The following pages link to THE ESTIMATION OF THE ORDER OF AN AUTOREGRESSION USING RECURSIVE RESIDUALS AND CROSS-VALIDATION (Q4203663):
Displayed 4 items.
- Selecting models with different spectral density matrix structures by the cross-validated log likelihood criterion (Q850743) (← links)
- On Rissanen's predictive stochastic complexity for stationary ARMA processes (Q1338377) (← links)
- Maximized log-likelihood updating and model selection. (Q1423127) (← links)
- Accumulated prediction errors, information criteria and optimal forecasting for autoregressive time series (Q2642748) (← links)
