Resampling for order estimation of autoregressive models with missing data
DOI10.1080/03610918.2013.809189zbMATH Open1328.62516OpenAlexW2047255603MaRDI QIDQ5259160FDOQ5259160
Authors: Abdelaziz El Matouat, Freedath Djibril Moussa, Hassania Hamzaoui 
Publication date: 24 June 2015
Published in: Communications in Statistics. Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610918.2013.809189
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Cites Work
- Time series: theory and methods.
- Estimating the dimension of a model
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- Model selection criteria for missing-data problems using the EM algorithm
- Selection of the order of an autoregressive model by Akaike's information criterion
- Title not available (Why is that?)
- Generalizing the derivation of the schwarz information criterion
- An Akaike information criterion for model selection in the presence of incomplete data.
Cited In (3)
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