Emulated order identification for models of big time series data

DOI10.1002/SAM.11504MaRDI QIDQ6980731zbMATH OpenFDO

Authors Brian Wu, Dorin Drignei

Publication date 21 May 2025

Published in Statistical Analysis and Data Mining (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/SAM.11504

zbMATH Keywords

ARMA-GARCHbig dataoptimization

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

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• scientific article; zbMATH DE number 5223072 (Why is no real title available?)
• Introduction to Time Series and Forecasting
• Model identification for time series with dependent innovations
• Selecting nonlinear time series models using information criteria
• The design and analysis of computer experiments.
• Time series analysis and its applications. With R examples

Cited in

(2)

• Model selection for big multivariate time series data using emulators
• Emulated FPE order identification for autoregressive models of big multivariate time series

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