scientific article; zbMATH DE number 1069583

zbMATH Open0883.62095MaRDI QIDQ4356544FDOQ4356544

Authors: R. J. Bhansali 

Publication date: 1 October 1997

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

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zbMATH Keywords

model selectionARMAreviewunivariate linear time series

Mathematics Subject Classification ID

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

Cited In (19)

• Order Determination in Nonlinear Time Series by Penalized Least-Squares
• Order Choice in Nonlinear Autoregressive Models
• Order selection for possibly infinite-order non-stationary time series
• The variance profile
• SIGNIFICANT VARIABLE SELECTION AND AUTOREGRESSIVE ORDER DETERMINATION FOR TIME‐SERIES PARTIALLY LINEAR MODELS
• Title not available (Why is that?)
• The weighted average information criterion for order selection in time series and regression models
• Introducing model uncertainty by moving blocks bootstrap
• Estimation of the memory parameter by fitting fractionally differenced autoregressive models
• Determining the order of the functional autoregressive model
• Subsampling and model selection in time series analysis
• On time series model selection involving many candidate ARMA models
• Measuring the Advantages of Multivariate vs. Univariate Forecasts
• Backward‐in‐Time Selection of the Order of Dynamic Regression Prediction Model
• A large-sample model selection criterion based on Kullback's symmetric divergence
• Methods for Determining the Order of an Autoregressive-Moving Average Process: A Survey
• An Akaike information criterion for model selection in the presence of incomplete data.
• An asymptotically optimal selection of the order of a linear process
• A Bayes procedure for the identification of univariate time series models

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