Fitting autoregressive models for prediction

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A method of statistical identification of discrete time parameter linear systems
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The Fitting of Time-Series Models

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scientific article; zbMATH DE number 3791473 (Why is no real title available?)
Model selection with misspecified spatial covariance structure
Bootstrap-based ARMA order selection
On a criterion for the selection of models for stationary time series
The advantages of directly identifying continuous-time transfer function models in practical applications
Multidimensional scaling analysis of financial stocks based on Kronecker-delta dissimilarity
An improved divergence information criterion for the determination of the order of an AR process
PAR(1) model analysis: a web-based shiny application for analysing periodic autoregressive models
Statistical inference in dynamic panel data models
DIFFERENCING MULTIPLE TIME SERIES: ANOTHER LOOK AT CANADIAN MONEY AND INCOME DATA
The extended Granger causality analysis for Hodgkin-Huxley neuronal 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
Parametric or nonparametric? A parametricness index for model selection
Discovery of time-series motif from multi-dimensional data based on MDL principle
Tariff endogeneity: Evidence from 19th century Europe
Data-driven predictive control in a stochastic setting: a unified framework
Assessing Prediction Error in Autoregressive Models
Order Choice in Nonlinear Autoregressive Models
Time Series Analysis of Relationships Among Crypto-asset Exchange Rates
Conditional and unconditional methods for selecting variables in linear mixed models
Modeling service-time distributions for queueing network simulation
A DIALOGUE CONCERNING A NEW INSTRUMENT FOR ECONOMETRIC MODELING
New approaches for channel prediction based on sinusoidal modeling
A variable selection method for analyzing supersaturated designs
A justification of conditional confidence intervals
Nonparametric lag selection for nonlinear additive autoregressive models
On model selection in the computer age
Some connections between Bayesian and non-Bayesian methods for regression model selection
TIME VARYING, NONLINEAR AR MODEL IDENTIFICATION: LAINIOTIS' MULTI MODEL METHODOLOGY
Inference in univariate and bivariate autoregressive models with non-normal innovations
Sequential specification tests to choose a model: A change-point approach
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
LASSO order selection for sparse autoregression: a bootstrap approach
Bootstrap order selection for autoregressive models
Synoptic airflow and UK daily precipitation extremes: development and validation of a vector generalized linear model
Model identification of ARIMA family using genetic algorithms
A SIMPLE VARIABLE SELECTION TECHNIQUE FOR NONLINEAR MODELS
Plastic algorithm for adaptive vector quantisation
Introducing model uncertainty by moving blocks bootstrap
Inference and prediction for modified Weibull distribution based on doubly censored samples
Asymptotic criteria for model selection
Factor analysis and AIC
Forecasting ARMA models: a comparative study of information criteria focusing on MDIC
The Effect of Misspecification in Vector Autoregressive Moving Average Models on Parameter Estimation and Forecasting
Estimating all possible SUR models with permuted exogenous data matrices derived from a VAR process
Hidden Markov models approach to the analysis of array CGH data
The mutual causality analysis between the stock and futures markets
Webmining: learning from the world wide web.
Consistent order estimation for linear stochastic feedback control systems (CARMA model)
Representation learning for dynamic graphs: a survey
Model-based approach for scenario design: stress test severity and banks' resiliency
Selection of the neighborhood structure for space-time Markov random field models
A switch convergence for a small perturbation of a linear recurrence equation
Controlling energy utilisation at reheat furnace using time series model
Factor modelling for high-dimensional time series: inference and model selection
Model selection and validation methods for non-linear systems
Term and variable selection for non-linear system identification
Testing the relationships between shadow economy and unemployment: empirical evidence from linear and nonlinear tests
A fast model identification method for networked control system
Consistent model and moment selection procedures for GMM estimation with application to dynamic panel data models
Efficient prediction for linear and nonlinear autoregressive models
ARMA model order and parameter estimation using genetic algorithms
An alternate version of the conceptual predictive statistic based on a symmetrized discrepancy measure
Multistep forecast selection for panel data
GARCH model selection criteria
Evaluating modified generalized information criterion in presence of multicollinearity
Discrete variable stochastic approximation procedures and recursive autoregressive model identification
Simultaneous sparse model selection and coefficient estimation for heavy-tailed autoregressive processes
An approach to causal modeling in fuzzy environment and its application
An efficient branch-and-bound strategy for subset vector autoregressive model selection
High-dimensional tests for functional networks of brain anatomic regions
Automatic selection of a linear predictor through frequency domain cross-validation
Model selection for forecasting
Identification of nonlinear system structure and parameters using regime decomposition
Neural networks and logistic regression: Part I
Modal identification of civil structures via covariance-driven stochastic subspace method
A cointegration analysis of crime, economic activity, and police performance in São Paulo city
Filtering nonlinear spatio-temporal chaos with autoregressive linear stochastic models
An algebraic method for constructing stable and consistent autoregressive filters
Twenty-one ML estimators for model selection
Statistical prediction of air pollution levels using non-physical models
A simple order-determination method based on a generalized adaptive law
A fundamental relation between predictor identification and power spectrum estimation
Statistical analysis of DWT coefficients of fGn processes using ARFIMA(p,d,q) models
On the Problem in Model Selection of Neural Network Regression in Overrealizable Scenario
Properties of the Sieve Bootstrap for Fractionally Integrated and Non-Invertible Processes
A CORRECTED AKAIKE INFORMATION CRITERION FOR VECTOR AUTOREGRESSIVE MODEL SELECTION
ON THE PROBABILITY OF ERROR WHEN USING A GENERAL AKAIKE-TYPE CRITERION TO ESTIMATE AUTOREGRESSION ORDER
ON THE RECURSIVE FITTING OF SUBSET AUTOREGRESSIONS
An improved Akaike information criterion for state-space model selection
ORDER IDENTIFICATION IN MISSPECIFIED AUTOREGRESSIVE TIME SERIES MODELS
On detection of epileptic seizure with an approach based on power spectral density with an AR model
Model evaluation, discrepancy function estimation, and social choice theory
A small-sample criterion based on Kullback's symmetric divergence for vector autoregressive modeling
Testing causality using efficiently parametrized vector ARMA models
Variable order smoothness priors for ill-posed inverse problems
Bayesian learning of graphical vector autoregressions with unequal lag-lengths
scientific article; zbMATH DE number 4205684 (Why is no real title available?)
Qualitative and asymptotic performance of SNP density estimators

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