On a method of identification of best subset model from full ar-model
From MaRDI portal
Publication:4883465
DOI10.1080/03610929508831571zbMath0850.62657OpenAlexW2009712032MaRDI QIDQ4883465
No author found.
Publication date: 2 July 1996
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610929508831571
Related Items (4)
An approach to direct selection of best subset ar model ⋮ Generalized information criterion for the AR model ⋮ Tuning parameter selection for the adaptive LASSO in the autoregressive model ⋮ Selecting sub-set autoregressions from outlier contaminated data.
Cites Work
- Unnamed Item
- Unnamed Item
- Threshold models in non-linear time series analysis
- Estimating the dimension of a model
- Statistical predictor identification
- ON THE SELECTION OF SUBSET AUTOREGRESSIVE TIME SERIES MODELS
- ON THE RECURSIVE FITTING OF SUBSET AUTOREGRESSIONS
- Regression and time series model selection in small samples
- Estimating the Order of Autoregressive Models: The Max χ 2 Method
- A new look at the statistical model identification
This page was built for publication: On a method of identification of best subset model from full ar-model