scientific article; zbMATH DE number 3591259

zbMATH Open0379.62077MaRDI QIDQ4158359FDOQ4158359

Authors: R. J. Bhansali, David Y. Downham 

Publication date: 1977

Title of this publication is not available (Why is that?)

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cited In (31)

• A semiparametric model for compositional data analysis in presence of covariates on the simplex.
• Information criterion as a multiple testing procedure
• Asymptotically efficient autoregressive model selection for multistep prediction
• An automatic portmanteau test for serial correlation
• LASSO order selection for sparse autoregression: a bootstrap approach
• Autoregressive model selection for multistep prediction
• Structure identification of nonlinear dynamic systems - A survey on input/output approaches
• Model selection and prediction: Normal regression
• Model specification and selection for multivariate time series
• Order selection in finite mixtures of linear regressions
• On Efficient AR Spectral Estimation for Long-Range Predictions
• An analysis of global warming in the Alpine region based on nonlinear nonstationary time series models
• Selection of the number of regression variables; A minimax choice of generalized FPE
• Information criteria for selecting possibly misspecified parametric models
• Asymptotic mean efficiency of a selection of regression variables
• A simulation study on classic and robust variable selection in linear regression
• Robust model selection in regression via weighted likelihood methodology
• Akaike's information criterion and recent developments in information complexity
• The inverse partial correlation function of a time series and its applications
• Model selection in orthogonal regression
• Multi-regime models for nonlinear nonstationary time series
• Selecting the best linear transfer function model
• Order selection for same-realization predictions in autoregressive processes
• A survey of cross-validation procedures for model selection
• Some contributions to selection and estimation in the normal linear model
• Asymptotically efficient order selection in nonstationary AR processes
• Generalized information criterion for the AR model
• Monitoring unit root and multiple structural changes: An information criterion approach
• Time-varying multi-regime models fitting by genetic algorithms
• A note on some model selection criteria
• Model selection and Akaike's information criterion (AIC): The general theory and its analytical extensions

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