Adaptive order determination for constructing time series forecasting models
DOI10.1080/03610926.2013.800881zbMATH Open1343.62074OpenAlexW2215098170MaRDI QIDQ2807609FDOQ2807609
Sergio G. Koreisha, Yongli Zhang
Publication date: 25 May 2016
Published in: Communications in Statistics. Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2013.800881
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Cites Work
- Estimating the dimension of a model
- Regression and time series model selection in small samples
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- Can the strengths of AIC and BIC be shared? A conflict between model indentification and regression estimation
- The estimation of the order of an ARMA process
- Order selection in ARMA models using the focused information criterion
- PREDICTION‐FOCUSED MODEL SELECTION FOR AUTOREGRESSIVE MODELS
- The Estimation of Prediction Error
- An optimal selection of regression variables
- On the error of prediction of a time series
- Model selection: a Lagrange optimization approach
- Forecasting with serially correlated regression models
Cited In (1)
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