Bootstrap-based ARMA order selection
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Recommendations
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Cites work
- scientific article; zbMATH DE number 1104922 (Why is no real title available?)
- scientific article; zbMATH DE number 3395169 (Why is no real title available?)
- A MARKOVIAN LOCAL RESAMPLING SCHEME FOR NONPARAMETRIC ESTIMATORS IN TIME SERIES ANALYSIS
- A new look at the statistical model identification
- A new mixing notion and functional central limit theorems for a sieve bootstrap in time series
- A note on bootstrapping \(M\)-estimators in ARMA models
- Accounting for Lag Order Uncertainty in Autoregressions: the Endogenous Lag Order Bootstrap Algorithm
- Asymptotic bootstrap validity for finite markov chains
- Asymptotically efficient selection of the order of the model for estimating parameters of a linear process
- BOOTSTRAPPING STATIONARY AUTOREGRESSIVE MOVING‐AVERAGE MODELS
- Bootstrap Confidence Regions Computed from Autoregressions of Arbitrary Order
- Bootstrap Model Selection
- Bootstrap in Markov-sequences based on estimates of transition density
- Bootstrap methods: another look at the jackknife
- Bootstrapping cointegrating regressions. (With discussion by D. V. Hinkley)
- Edgeworth correction by bootstrap in autoregressions
- Fitting autoregressive models for prediction
- Generalised information criteria in model selection
- Matched-block bootstrap for dependent data
- Model Selection: An Integral Part of Inference
- On bootstrapping two-stage least-squares estimates in stationary linear models
- Order selection for same-realization predictions in autoregressive processes
- Recent developments in bootstrapping time series
- Regression and time series model selection in small samples
- Resampling a coverage pattern
- Second-order correctness of the blockwise bootstrap for stationary observations
- Selection of the order of an autoregressive model by Akaike's information criterion
- Sieve bootstrap for time series
- Statistical predictor identification
- The estimation of the order of an ARMA process
- The impact of bootstrap methods on time series analysis
- The jackknife and the bootstrap for general stationary observations
- The use of subseries values for estimating the variance of a general statistic from a stationary sequence
Cited in
(10)- An ARMA order selection method with fuzzy reasoning.
- ORDER IDENTIFICATION STATISTICS IN STATIONARY AUTOREGRESSIVE MOVING-AVERAGE MODELS:VECTOR AUTOCORRELATIONS AND THE BOOTSTRAP
- Bootstrap autoregressive order selection
- LASSO order selection for sparse autoregression: a bootstrap approach
- Selecting optimal ARMA order by a minimum spectrum distance criterion
- Rejoinder -- Bootstrap prediction intervals for linear, nonlinear and nonparametric autoregressions
- Bootstrap order selection for SETAR models
- Bootstrap order determination for ARMA models: a comparison between different model selection criteria
- Using instrumental variables for selecting the order of arma models
- Control charts based on fuzzy costs for monitoring short autocorrelated time series
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