Pages that link to "Item:Q2892460"

The following pages link to ORDER SELECTION IN ARMA MODELS USING THE FOCUSED INFORMATION CRITERION (Q2892460):

Displaying 9 items.

• Predictive, finite-sample model choice for time series under stationarity and non-stationarity (Q143634) (← links)
• The robust focused information criterion for strong mixing stochastic processes with \(\mathscr{L}^2\)-differentiable parametric densities (Q2023474) (← links)
• The focused information criterion for logistic time series regression models under locally biased estimating functions (Q2241530) (← links)
• Adaptive Order Determination for Constructing Time Series Forecasting Models (Q2807609) (← links)
• ORDER SELECTION IN ARMA MODELS USING THE FOCUSED INFORMATION CRITERION (Q2892460) (← links)
• A High‐dimensional Focused Information Criterion (Q4637090) (← links)
• Focused information criterion for locally misspecified vector autoregressive models (Q5860943) (← links)
• The robust desparsified lasso and the focused information criterion for high-dimensional generalized linear models (Q5880769) (← links)
• The focussed information criterion for generalised linear regression models for time series (Q6081853) (← links)