The weighted average information criterion for order selection in time series and regression models
From MaRDI portal
Publication:1265993
Recommendations
- MODEL SELECTION AND ORDER DETERMINATION FOR TIME SERIES BY INFORMATION BETWEEN THE PAST AND THE FUTURE
- scientific article; zbMATH DE number 1069583
- Order selection in ARMA models using the focused information criterion
- Regression and time series model selection using variants of the schwarz information criterion
- Empirical information criteria for time series forecasting model selection
- The focussed information criterion for generalised linear regression models for time series
- Order selection criteria for vector autoregressive models
Cites work
- scientific article; zbMATH DE number 4102349 (Why is no real title available?)
- scientific article; zbMATH DE number 3771481 (Why is no real title available?)
- scientific article; zbMATH DE number 3610625 (Why is no real title available?)
- scientific article; zbMATH DE number 3635352 (Why is no real title available?)
- A NEW WAY TO ESTIMATE ORDERS IN TIME SERIES
- A new look at the statistical model identification
- Asymptotically efficient selection of the order of the model for estimating parameters of a linear process
- Estimating the dimension of a model
- On predictive least squares principles
- Regression and time series model selection in small samples
- Some Comments on C P
- Stochastic complexity and modeling
- The estimation of the order of an ARMA process
Cited in
(6)- Information criteria for nonlinear time series models
- Adaptive order determination for constructing time series forecasting models
- Identifying the number of components in Gaussian mixture models using numerical algebraic geometry
- M-estimator-based robust estimation of the number of components of a superimposed sinusoidal signal model
- On the performance of information criteria for model identification of count time series
- Variable selection in linear regression analysis with alternative Bayesian information criteria using differential evaluation algorithm
This page was built for publication: The weighted average information criterion for order selection in time series and regression models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1265993)
