On a method of identification of best subset model from full ar-model

DOI10.1080/03610929508831571zbMATH Open0850.62657OpenAlexW2009712032MaRDI QIDQ4883465FDOQ4883465

Author name not available (Why is that?)

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

zbMATH Keywords

identificationtime seriesinformation criterionsubset selectionmodal reduction

Mathematics Subject Classification ID

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

Cites Work

• Estimating the dimension of a model
• Regression and time series model selection in small samples
• A new look at the statistical model identification
• Title not available (Why is that?)
• Title not available (Why is that?)
• Statistical predictor identification
• Threshold models in non-linear time series analysis
• ON THE RECURSIVE FITTING OF SUBSET AUTOREGRESSIONS
• ON THE SELECTION OF SUBSET AUTOREGRESSIVE TIME SERIES MODELS
• Estimating the Order of Autoregressive Models: The Max χ 2 Method

Cited In (4)

• Selecting sub-set autoregressions from outlier contaminated data.
• 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

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