Generalized information criterion for the AR model
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Cites work
- scientific article; zbMATH DE number 3591259 (Why is no real title available?)
- scientific article; zbMATH DE number 3635352 (Why is no real title available?)
- scientific article; zbMATH DE number 802826 (Why is no real title available?)
- A new look at the statistical model identification
- An introduction to bispectral analysis and bilinear time series models
- Autoregressive process modeling via the Lasso procedure
- Consistent model selection criteria on high dimensions
- Estimating the dimension of a model
- Fitting autoregressive models for prediction
- On Bernstein-type inequalities for martingales.
- On a method of identification of best subset model from full ar-model
- Partial autocorrelation parameterization for subset autoregression
- Regression and time series model selection in small samples
- Selection of the order of an autoregressive model by Akaike's information criterion
- Subset Autoregression
- The Adaptive Lasso and Its Oracle Properties
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