Cited in
(18)- LASSO order selection for sparse autoregression: a bootstrap approach
- Séries temporelles avec R
- Finite-sample properties of estimators for first and second order autoregressive processes
- A cointegration analysis of crime, economic activity, and police performance in São Paulo city
- Simultaneous confidence bands for sequential autoregressive fitting
- fGarch
- caschrono
- TSA
- AS 181
- BootPR
- dynlm
- fUnitRoots
- ltsa
- portes
- The joint distribution of the maximum and minimum of an AR(1) process
- ARbiascorrect
- Oracle model selection for correlated data via residuals
- Simultaneous confidence bands for Yule-Walker estimators and order selection
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