Subset Autoregression
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Publication:4070171
DOI10.2307/1268353zbMATH Open0312.62065OpenAlexW4249136346MaRDI QIDQ4070171FDOQ4070171
Authors: James T. McClave 
Publication date: 1975
Published in: Technometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1268353
Parametric hypothesis testing (62F03) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Statistical decision theory (62C99)
Cited In (14)
- Periodic autoregressive model identification using genetic algorithms
- Selecting sub-set autoregressions from outlier contaminated data.
- Model identification of ARIMA family using genetic algorithms
- ON THE RECURSIVE FITTING OF SUBSET AUTOREGRESSIONS
- Selecting optimal multistep predictors for autoregressive processes of unknown order.
- Partial autocorrelation parameterization for subset autoregression
- ON THE SELECTION OF SUBSET AUTOREGRESSIVE TIME SERIES MODELS
- ESTIMATION OF THE ORDER OF A MOVING AVERAGE MODEL FROM AUTOREGRESSIVE AND WINDOW ESTIMATES OF THE INVERSE CORRELATION FUNCTION
- Predicting hospital census using time series regression methods
- ON THE CHOICE OF THE ORDER OF AUTOREGRESSIVE MODELS: A RANKING AND SELECTION APPROACH
- Generalized information criterion for the AR model
- Simultaneous confidence bands for sequential autoregressive fitting
- Simultaneous confidence bands for Yule-Walker estimators and order selection
- Identification of multivariate AR-models by threshold accepting
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