Pages that link to "Item:Q760136"
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The following pages link to Order selection in nonstationary autoregressive models (Q760136):
Displaying 26 items.
- Tuning parameter selection for the adaptive LASSO in the autoregressive model (Q526980) (← links)
- Model selection in the presence of nonstationarity (Q528002) (← links)
- Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions (Q737999) (← links)
- Model selection for integrated autoregressive processes of infinite order (Q765828) (← links)
- Variable selection in generalized random coefficient autoregressive models (Q824522) (← links)
- Estimation of parameters in ARUMA models (Q917202) (← links)
- Model selection in partially nonstationary vector autoregressive processes with reduced rank structure (Q1298458) (← links)
- On the underfitting and overfitting sets of models chosen by order selection criteria. (Q1303860) (← links)
- Numerical distribution functions for seasonal unit root tests (Q1623524) (← links)
- Information criteria for selecting possibly misspecified parametric models (Q1915447) (← links)
- Consistent order selection for ARFIMA processes (Q2148974) (← links)
- Consistent model selection criteria and goodness-of-fit test for common time series models (Q2180087) (← links)
- Order selection for possibly infinite-order non-stationary time series (Q2324319) (← links)
- An alternative quasi likelihood approach, Bayesian analysis and data-based inference for model specification (Q2512604) (← links)
- ORDERS AND INITIAL VALUES OF NON-STATIONARY MULTIVARIATE ARMA MODELS (Q3203889) (← links)
- Semiparametric cointegrating rank selection (Q3406055) (← links)
- SELECTING ORDER FOR GENERAL AUTOREGRESSIVE MODELS BY MINIMUM DESCRIPTION LENGTH (Q3476164) (← links)
- Consistent estimation and order selection for nonstationary autoregressive processes with stable innovations (Q3552846) (← links)
- Bayesian Identification of Seasonal Autoregressive Models (Q4807622) (← links)
- Bayesian classification with multivariate autoregressive sources that might have different orders (Q4859857) (← links)
- Lag Length Selection for Unit Root Tests in the Presence of Nonstationary Volatility (Q5080520) (← links)
- Bayesian Identification of Seasonal Multivariate Autoregressive Processes (Q5259096) (← links)
- A Strongly Consistent Criterion to Decide Between I(1) and I(0) Processes Based on Different Convergence Rates (Q5299927) (← links)
- On asymptotic risk of selecting models for possibly nonstationary time-series (Q5861039) (← links)
- Asymptotically efficient order selection in nonstationary AR processes (Q5936978) (← links)
- On consistency for time series model selection (Q6166021) (← links)
