Strong consistency of the regularized least-squares estimates of infinite autoregressive models
From MaRDI portal
(Redirected from Publication:872084)
Recommendations
- Convergence of the least-squares method with a polynomial regularizer for the infinite-dimensional autoregression equation
- Efficient on-line estimation of autoregressive parameters
- On the generalized least squares estimator of an ARMAX model. Application to the identification of ARMA models
- REGRESSION, AUTOREGRESSION MODELS
- AN EXAMINATION OF ESTIMATED RESIDUALS IN A REGRESSION WITH AN INFINITE ORDER PARAMETRIC MODEL
Cites work
- scientific article; zbMATH DE number 3942860 (Why is no real title available?)
- scientific article; zbMATH DE number 48727 (Why is no real title available?)
- scientific article; zbMATH DE number 193126 (Why is no real title available?)
- scientific article; zbMATH DE number 1236462 (Why is no real title available?)
- scientific article; zbMATH DE number 1043533 (Why is no real title available?)
- scientific article; zbMATH DE number 3449561 (Why is no real title available?)
- scientific article; zbMATH DE number 822685 (Why is no real title available?)
- A covariance extension approach to identification of time series
- A transformation approach to stochastic model reduction
- AR( infinity ) estimation and nonparametric stochastic complexity
- An optimal autoregressive spectral estimate
- Asymptotic properties of projections with applications to stochastic regression problems
- Asymptotically efficient selection of the order by the criterion autoregressive transfer function
- Asymptotically efficient selection of the order of the model for estimating parameters of a linear process
- Consistent autoregressive spectral estimates
- Convergence of the least-squares method with a polynomial regularizer for the infinite-dimensional autoregression equation
- Estimating the dimension of a model
- Fitting autoregressive models for prediction
- Identification of an unstable ARMA equation
- Nonasymptotic bounds for autoregressive time series modeling.
- On predictive least squares principles
- REGRESSION, AUTOREGRESSION MODELS
- Some recent advances in time series modeling
- Strong convergence of the method of least squares
- Testing for unit roots in autoregressive-moving average models of unknown order
- Universal coding, information, prediction, and estimation
Cited in
(11)- Autoregressive frequency detection using regularized least squares
- Strong consistency for the conditional self-weighted M estimator of GRCA(p) Models
- scientific article; zbMATH DE number 3934249 (Why is no real title available?)
- STRONG CONSISTENCY AND ASYMPTOTIC NORMALITY OF /1 ESTIMATES OF THE AUTOREGRESSIVE MOVING-AVERAGE MODEL
- A local factor nonparametric test for trend synchronism in multiple time series
- On detecting non‐monotonic trends in environmental time series: a fusion of local regression and bootstrap
- Banded regularization of autocovariance matrices in application to parameter estimation and forecasting of time series
- Discussion of ``High-dimensional autocovariance matrices and optimal linear prediction
- Convergence of the least-squares method with a polynomial regularizer for the infinite-dimensional autoregression equation
- STRONG CONSISTENCY RESULTS FOR LEAST SQUARES ESTIMATORS IN GENERAL VECTOR AUTOREGRESSIONS WITH DETERMINISTIC TERMS
- Nonparametric Anomaly Detection on Time Series of Graphs
This page was built for publication: Strong consistency of the regularized least-squares estimates of infinite autoregressive models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q872084)
