scientific article; zbMATH DE number 3591259
From MaRDI portal
Publication:4158359
Cited in
(32)- The inverse partial correlation function of a time series and its applications
- Asymptotic mean efficiency of a selection of regression variables
- Selecting the best linear transfer function model
- A note on some model selection criteria
- Selection of the number of regression variables; A minimax choice of generalized FPE
- Model selection and Akaike's information criterion (AIC): The general theory and its analytical extensions
- Some contributions to selection and estimation in the normal linear model
- Model selection and prediction: Normal regression
- Autoregressive model selection for multistep prediction
- Asymptotically efficient autoregressive model selection for multistep prediction
- Robust model selection in regression via weighted likelihood methodology
- Model selection in orthogonal regression
- A semiparametric model for compositional data analysis in presence of covariates on the simplex.
- Information criteria for selecting possibly misspecified parametric models
- An analysis of global warming in the Alpine region based on nonlinear nonstationary time series models
- Akaike's information criterion and recent developments in information complexity
- Model specification and selection for multivariate time series
- Order selection for same-realization predictions in autoregressive processes
- Monitoring unit root and multiple structural changes: An information criterion approach
- A simulation study on classic and robust variable selection in linear regression
- Multi-regime models for nonlinear nonstationary time series
- An automatic portmanteau test for serial correlation
- Structure identification of nonlinear dynamic systems - A survey on input/output approaches
- Time-varying multi-regime models fitting by genetic algorithms
- Generalized information criterion for the AR model
- LASSO order selection for sparse autoregression: a bootstrap approach
- On Efficient AR Spectral Estimation for Long-Range Predictions
- Asymptotically efficient order selection in nonstationary AR processes
- Information criterion as a multiple testing procedure
- Robust order selection of mixtures of regression models with random effects
- Order selection in finite mixtures of linear regressions
- A survey of cross-validation procedures for model selection
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4158359)