Fitting autoregressive models for prediction

Cites Work

The Fitting of Time-Series Models
Title not available (Why is that?)
EFFICIENT ESTIMATION OF PARAMETERS IN MOVING-AVERAGE MODELS
Title not available (Why is that?)
On the use of a linear model for the identification of feedback systems
A method of statistical identification of discrete time parameter linear systems

Cited In (only showing first 100 items - show all)

Statistical inference in dynamic panel data models
Identification of protein coding regions in the eukaryotic DNA sequences based on marple algorithm and wavelet packets transform
A semiparametric model selection criterion with applications to the marginal structural model
Tariff endogeneity: Evidence from 19th century Europe
A DIALOGUE CONCERNING A NEW INSTRUMENT FOR ECONOMETRIC MODELING
A variable selection method for analyzing supersaturated designs
New approaches for channel prediction based on sinusoidal modeling
On model selection in the computer age
Some connections between Bayesian and non-Bayesian methods for regression model selection
Plastic algorithm for adaptive vector quantisation
The mutual causality analysis between the stock and futures markets
Estimating all possible SUR models with permuted exogenous data matrices derived from a VAR process
Consistent order estimation for linear stochastic feedback control systems (CARMA model)
Selection of the neighborhood structure for space-time Markov random field models
Factor modelling for high-dimensional time series: inference and model selection
Multistep forecast selection for panel data
An alternate version of the conceptual predictive statistic based on a symmetrized discrepancy measure
Automatic selection of a linear predictor through frequency domain cross-validation
Model selection for forecasting
Neural networks and logistic regression: Part I
Twenty-one ML estimators for model selection
ON THE PROBABILITY OF ERROR WHEN USING A GENERAL AKAIKE-TYPE CRITERION TO ESTIMATE AUTOREGRESSION ORDER
A small-sample criterion based on Kullback's symmetric divergence for vector autoregressive modeling
Bayesian learning of graphical vector autoregressions with unequal lag-lengths
Analysis of economic growth: structural breaks, superrandomness, and nonlinear forecasting
VARIANCE ESTIMATION FOR QUADRATIC STATISTICS
The sensitivity of unit root tests to the initial condition and to the lag length selection: A Monte Carlo Simulation Study
Predictive discrimination for autoregressive processes
Bootstrap order determination for ARMA models: a comparison between different model selection criteria
Title not available (Why is that?)
Linear unlearning for cross-validation
ESTIMATING THE NUMBER OF TERMS IN A SINUSOIDAL REGRESSION
Identification of nonlinear systems using empirical data and prior knowledge -- An optimization approach
TIME DELAY ESTIMATION
Nonparametric time series regression
Estimating the dimension of a linear system
Exports and economic growth: Evidence from 19th Century Europe
Cointegration, causality and export-led growth in Mexico, 1895-1992
Pruning from Adaptive Regularization
Nonstationary time series identification
Application of Clarke-Gawthrop type controllers for the bottom temperature of a glass furnace
A NEW WAY TO ESTIMATE ORDERS IN TIME SERIES
Model averaging multistep prediction in an infinite order autoregressive process
Asymptotically efficient order selection in nonstationary AR processes
Data analysis and statistical estimation for time series: improving presentation and interpretation
Improved model selection criteria for SETAR time series models
Constructing NARMAX models using ARMAX models
Simultaneous variable selection and parametric estimation for quantile regression
An improved estimation in regression parameter matrix in multivariate regression model
AR and ARMA spectral estimation
Non-monotonic penalizing for the number of structural breaks
A Bayesian estimation of lag lengths in distributed lag models
On a criterion for the selection of models for stationary time series
The extended Granger causality analysis for Hodgkin-Huxley neuronal models
Data-driven predictive control in a stochastic setting: a unified framework
Order Choice in Nonlinear Autoregressive Models
Discovery of time-series motif from multi-dimensional data based on MDL principle
Parametric or nonparametric? A parametricness index for model selection
Conditional and unconditional methods for selecting variables in linear mixed models
A justification of conditional confidence intervals
Nonparametric lag selection for nonlinear additive autoregressive models
A SIMPLE VARIABLE SELECTION TECHNIQUE FOR NONLINEAR MODELS
Evaluation and selection of models for out-of-sample prediction when the sample size is small relative to the complexity of the data-generating process
Synoptic airflow and UK daily precipitation extremes: development and validation of a vector generalized linear model
Model identification of ARIMA family using genetic algorithms
Introducing model uncertainty by moving blocks bootstrap
Factor analysis and AIC
Hidden Markov models approach to the analysis of array CGH data
Asymptotic criteria for model selection
Term and variable selection for non-linear system identification
Model selection and validation methods for non-linear systems
Consistent model and moment selection procedures for GMM estimation with application to dynamic panel data models
A fast model identification method for networked control system
Efficient prediction for linear and nonlinear autoregressive models
An approach to causal modeling in fuzzy environment and its application
An efficient branch-and-bound strategy for subset vector autoregressive model selection
Identification of nonlinear system structure and parameters using regime decomposition
Modal identification of civil structures via covariance-driven stochastic subspace method
Filtering nonlinear spatio-temporal chaos with autoregressive linear stochastic models
An algebraic method for constructing stable and consistent autoregressive filters
A CORRECTED AKAIKE INFORMATION CRITERION FOR VECTOR AUTOREGRESSIVE MODEL SELECTION
On the Problem in Model Selection of Neural Network Regression in Overrealizable Scenario
A fundamental relation between predictor identification and power spectrum estimation
Statistical prediction of air pollution levels using non-physical models
Properties of the Sieve Bootstrap for Fractionally Integrated and Non-Invertible Processes
ON THE RECURSIVE FITTING OF SUBSET AUTOREGRESSIONS
An improved Akaike information criterion for state-space model selection
Model evaluation, discrepancy function estimation, and social choice theory
Testing causality using efficiently parametrized vector ARMA models
Variable selection for additive model via cumulative ratios of empirical strengths total
Qualitative and asymptotic performance of SNP density estimators
Strong consistency of the regularized least-squares estimates of infinite autoregressive models
REGRESSION, AUTOREGRESSION MODELS
Selecting optimal multistep predictors for autoregressive processes of unknown order.
Order selection for heteroscedastic autoregression: a study on concentration
Power spectrum estimation through autoregressive model fitting
Banded regularization of autocovariance matrices in application to parameter estimation and forecasting of time series
Misparametrization subsets for penalized least squares model selection
Measuring the Advantages of Multivariate vs. Univariate Forecasts
Predictive, finite-sample model choice for time series under stationarity and non-stationarity

This page was built for publication: Fitting autoregressive models for prediction

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2540950)