Fitting autoregressive models for prediction

Cites work

A method of statistical identification of discrete time parameter linear systems
EFFICIENT ESTIMATION OF PARAMETERS IN MOVING-AVERAGE MODELS
scientific article; zbMATH DE number 3138094 (Why is no real title available?)
scientific article; zbMATH DE number 3305568 (Why is no real title available?)
On the use of a linear model for the identification of feedback systems
The Fitting of Time-Series Models

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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
Bayesian learning of graphical vector autoregressions with unequal lag-lengths
On a criterion for the selection of models for stationary time series
Testing causality using efficiently parametrized vector ARMA models
Model selection for forecasting
Factor analysis and AIC
Nonstationary time series identification
Consistent order estimation for linear stochastic feedback control systems (CARMA model)
Qualitative and asymptotic performance of SNP density estimators
A new ship's auto pilot design through a stochastic model
Frequency domain versus time domain methods in system identification
Estimating the dimension of a linear system
On model selection in the computer age
AR and ARMA spectral estimation
Plastic algorithm for adaptive vector quantisation
Specification via model selection in vector error correction models
On the underfitting and overfitting sets of models chosen by order selection criteria.
Nonparametric time series regression
Neural networks and logistic regression: Part I
Cointegration, causality and export-led growth in Mexico, 1895-1992
Tariff endogeneity: Evidence from 19th century Europe
Exports and economic growth: Evidence from 19th Century Europe
Aggregation of space-time processes.
Predictive, finite-sample model choice for time series under stationarity and non-stationarity
Some connections between Bayesian and non-Bayesian methods for regression model selection
The mutual causality analysis between the stock and futures markets
Bootstrap order determination for ARMA models: a comparison between different model selection criteria
Data analysis and statistical estimation for time series: improving presentation and interpretation
Identification of protein coding regions in the eukaryotic DNA sequences based on marple algorithm and wavelet packets transform
Selection of the neighborhood structure for space-time Markov random field models
Discovery of time-series motif from multi-dimensional data based on MDL principle
Analysis of economic growth: structural breaks, superrandomness, and nonlinear forecasting
Application of Clarke-Gawthrop type controllers for the bottom temperature of a glass furnace
Hidden Markov models approach to the analysis of array CGH data
Selecting optimal multistep predictors for autoregressive processes of unknown order.
Identification of nonlinear system structure and parameters using regime decomposition
Twenty-one ML estimators for model selection
Identification of nonlinear systems using empirical data and prior knowledge -- An optimization approach
Linear unlearning for cross-validation
Identifying the determinants of foreign direct investment: a data-specific model selection approach
Using radial basis function networks for function approximation and classification
A large-sample model selection criterion based on Kullback's symmetric divergence
From data to stochastic models
A justification of conditional confidence intervals
Model averaging multistep prediction in an infinite order autoregressive process
Statistical analysis of DWT coefficients of fGn processes using ARFIMA(p,d,q) models
Estimation and decomposition of food price inflation risk
Modal identification of civil structures via covariance-driven stochastic subspace method
Determining the number of components in PLS regression on incomplete data set
Multidimensional scaling analysis of financial stocks based on Kronecker-delta dissimilarity
Inference and prediction for modified Weibull distribution based on doubly censored samples
A switch convergence for a small perturbation of a linear recurrence equation
Non-monotonic penalizing for the number of structural breaks
On determination of the order of an autoregressive model
Hindered growth
Order selection for same-realization predictions in autoregressive processes
On the connection between model selection criteria and quadratic discrimination in ARMA time series models
High-dimensional tests for functional networks of brain anatomic regions
Autoregressive approximation in nonstandard situations: the fractionally integrated and non-invertible cases
A small-sample criterion based on Kullback's symmetric divergence for vector autoregressive modeling
Simultaneous variable selection and parametric estimation for quantile regression
A fast model identification method for networked control system
Power spectrum estimation through autoregressive model fitting
Statistical predictor identification
A fundamental relation between predictor identification and power spectrum estimation
Improved model selection criteria for SETAR time series models
Testing the relationships between shadow economy and unemployment: empirical evidence from linear and nonlinear tests
Variable selection for additive model via cumulative ratios of empirical strengths total
Kolmogorov-Smirnov test for rolling bearing performance degradation assessment and prognosis
Controlling energy utilisation at reheat furnace using time series model
An improved estimation in regression parameter matrix in multivariate regression model
Factor modelling for high-dimensional time series: inference and model selection
(WHEN) DO LONG AUTOREGRESSIONS ACCOUNT FOR NEGLECTED CHANGES IN PARAMETERS?
A variable selection method for analyzing supersaturated designs
Order selection of a multivariate autoregressive model by a modification of the FPE criterion
Bootstrap-based ARMA order selection
Banded regularization of autocovariance matrices in application to parameter estimation and forecasting of time series
A recursive in order algorithm for least squares estimates of an autoregressive process
ON THE PROBABILITY OF ERROR WHEN USING A GENERAL AKAIKE-TYPE CRITERION TO ESTIMATE AUTOREGRESSION ORDER
VARIANCE ESTIMATION FOR QUADRATIC STATISTICS
On the Problem in Model Selection of Neural Network Regression in Overrealizable Scenario
ARMA model order and parameter estimation using genetic algorithms
ON THE CHOICE OF THE ORDER OF AUTOREGRESSIVE MODELS: A RANKING AND SELECTION APPROACH
scientific article; zbMATH DE number 4205684 (Why is no real title available?)
The Effect of Misspecification in Vector Autoregressive Moving Average Models on Parameter Estimation and Forecasting
ESTIMATION OF AUTOREGRESSIVE MOVING-AVERAGE ORDER GIVEN AN INFINITE NUMBER OF MODELS AND APPROXIMATION OF SPECTRAL DENSITIES
Discrete variable stochastic approximation procedures and recursive autoregressive model identification
Measuring the Advantages of Multivariate vs. Univariate Forecasts
An improved divergence information criterion for the determination of the order of an AR process
Marshall–Olkin extended weibull distribution and its application to censored data
Properties of the Sieve Bootstrap for Fractionally Integrated and Non-Invertible Processes
ON THE RECURSIVE FITTING OF SUBSET AUTOREGRESSIONS
A simple order-determination method based on a generalized adaptive law
A UNIFIED APPROACH TO CONFIDENCE BOUNDS FOR THE AUTOREGRESSIVE SPECTRAL ESTIMATOR
Stochastic approximation models in estimating productivity
REGRESSION, AUTOREGRESSION MODELS
On the relationship between levinson recursion and the r and s arrays for arma model identification
Model selection and validation methods for non-linear systems
Automatic selection of a linear predictor through frequency domain cross-validation
Predictive discrimination for autoregressive processes

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