Subsampling and model selection in time series analysis
DOI10.1093/BIOMET/86.3.591zbMATH Open0949.62076OpenAlexW1971958352MaRDI QIDQ4935360FDOQ4935360
Authors: Jun-ichiro Fukuchi 
Publication date: 1999
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/biomet/86.3.591
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model selectionsubsamplingautoregressive modelthreshold autoregressive modelmean squared error of prediction
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20)
Cited In (14)
- A fast subsampling method for nonlinear dynamic models
- Spectral Density Estimation for Nonstationary Data With Nonzero Mean Function
- Subsampling Variance Estimation for Non‐stationary Spatial Lattice Data
- Multiplier subsample bootstrap for statistics of time series
- Sub-sample model selection procedures in general-to-specific modelling
- Bayesian Subset Model Selection for Time Series
- AIC, overfitting principles, and the boundedness of moments of inverse matrices for vector autotregressions and related models.
- Regression and time series model selection in small samples
- Using Triples to Assess Symmetry Under Weak Dependence
- Title not available (Why is that?)
- \(K\)-sample subsampling in general spaces: the case of independent time series
- Some properties of weakly approaching sequences of distributions
- On optimal spatial subsample size for variance estimation
- Subsampling confidence intervals for parameters of atmospheric time series: block size choice and calibration
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