Pages that link to "Item:Q638801"
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The following pages link to Uniform moment bounds of Fisher's information with applications to time series (Q638801):
Displayed 14 items.
- Moment bounds and mean squared prediction errors of long-memory time series (Q366971) (← links)
- Convergence of Gaussian quasi-likelihood random fields for ergodic Lévy driven SDE observed at high frequency (Q367001) (← links)
- Asymptotic theory of generalized information criterion for geostatistical regression model selection (Q482898) (← links)
- On model selection from a finite family of possibly misspecified time series models (Q666592) (← links)
- Model selection for integrated autoregressive processes of infinite order (Q765828) (← links)
- Moment convergence in regularized estimation under multiple and mixed-rates asymptotics (Q1678536) (← links)
- Moment convergence of regularized least-squares estimator for linear regression model (Q1680803) (← links)
- Consistent order selection for ARFIMA processes (Q2148974) (← links)
- Inverse moment bounds for sample autocovariance matrices based on detrended time series and their applications (Q2341886) (← links)
- A note on mean squared prediction error under the unit root model with deterministic trend (Q2930888) (← links)
- Negative Moment Bounds for Stochastic Regression Models with Deterministic Trends and Their Applications to Prediction Problems (Q5072146) (← links)
- I Got More Data, My Model is More Refined, but My Estimator is Getting Worse! Am I Just Dumb? (Q5080444) (← links)
- Model averaging for asymptotically optimal combined forecasts (Q6108268) (← links)
- Gaussian quasi-information criteria for ergodic Lévy driven SDE (Q6138755) (← links)