Pages that link to "Item:Q1135600"
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The following pages link to Asymptotically efficient selection of the order of the model for estimating parameters of a linear process (Q1135600):
Displayed 50 items.
- Sieve bootstrap for smoothing in nonstationary time series (Q90970) (← links)
- A general Hankel-norm approximation scheme for linear recursive filtering (Q752656) (← links)
- Asymptotic optimality of the least-squares cross-validation bandwidth for kernel estimates of intensity functions (Q758067) (← links)
- A test for independence of two stationary infinite order autoregressive processes (Q816595) (← links)
- Selecting models with different spectral density matrix structures by the cross-validated log likelihood criterion (Q850743) (← links)
- Estimation of the memory parameter by fitting fractionally differenced autoregressive models (Q853943) (← links)
- Strong consistency of the regularized least-squares estimates of infinite autoregressive models (Q872084) (← links)
- Asymptotic mean efficiency of a selection of regression variables (Q1057602) (← links)
- Prediction of multivariate time series by autoregressive model fitting (Q1067337) (← links)
- Effects of skewness and kurtosis on model selection criteria (Q1128782) (← links)
- On selection of the order of the spectral density model for a stationary process (Q1150228) (← links)
- Granger-causality in multiple time series (Q1162337) (← links)
- Local asymptotic admissibility of a generalization of Akaike's model selection rule (Q1166855) (← links)
- Counterexamples to parsimony and BIC (Q1206610) (← links)
- On model selection in the computer age (Q1262043) (← links)
- The weighted average information criterion for order selection in time series and regression models (Q1265993) (← links)
- An Akaike information criterion for model selection in the presence of incomplete data. (Q1299377) (← links)
- Autoregressive model selection for multistep prediction (Q1300940) (← links)
- SEMIFAR forecasts, with applications to foreign exchange rates. (Q1304356) (← links)
- Asymptotically efficient autoregressive model selection for multistep prediction (Q1359407) (← links)
- The model selection criterion AICu. (Q1380660) (← links)
- Generalized Levinson--Durbin and Burg algorithms. (Q1421316) (← links)
- A sieve bootstrap test for stationarity. (Q1423241) (← links)
- On residual empirical processes of stochastic regression models with applications to time series (Q1807171) (← links)
- Model selection in orthogonal regression (Q1808690) (← links)
- On same-realization prediction in an infinite-order autoregressive process. (Q1810711) (← links)
- Maximum likelihood principle and model selection when the true model is unspecified (Q1825556) (← links)
- Nonasymptotic bounds for autoregressive time series modeling. (Q1848866) (← links)
- Weak dependence beyond mixing and asymptotics for nonparametric regression (Q1848943) (← links)
- Consistent order selection with strongly dependent data and its application to efficient estimation. (Q1858970) (← links)
- AIC, overfitting principles, and the boundedness of moments of inverse matrices for vector autotregressions and related models. (Q1861397) (← links)
- Bootstraps for time series (Q1872593) (← links)
- Selecting optimal multistep predictors for autoregressive processes of unknown order. (Q1879949) (← links)
- Twenty-one ML estimators for model selection (Q1902566) (← links)
- Information criteria for selecting possibly misspecified parametric models (Q1915447) (← links)
- A small-sample correction for the Schwarz SIC model selection criterion. (Q1962165) (← links)
- A large-sample model selection criterion based on Kullback's symmetric divergence (Q1962213) (← links)
- Consistency of cross-validation when the data are curves (Q2366193) (← links)
- Order selection for same-realization predictions in autoregressive processes (Q2368859) (← links)
- Convergence of the least-squares method with a polynomial regularizer for the infinite-dimensional autoregression equation (Q2386486) (← links)
- Autoregressive approximation in nonstandard situations: the fractionally integrated and non-invertible cases (Q2477005) (← links)
- Bias correction for outlier estimation in time series (Q2500646) (← links)
- Accumulated prediction errors, information criteria and optimal forecasting for autoregressive time series (Q2642748) (← links)
- Improved model selection criteria for SETAR time series models (Q2643276) (← links)
- ESTIMATION OF THE MOVING-AVERAGE REPRESENTATION OF A STATIONARY PROCESS BY AUTOREGRESSIVE MODEL FITTING (Q3197165) (← links)
- Properties of the Sieve Bootstrap for Fractionally Integrated and Non-Invertible Processes (Q3608196) (← links)
- PREDICTION‐FOCUSED MODEL SELECTION FOR AUTOREGRESSIVE MODELS (Q3614900) (← links)
- ON SOME AMBIGUITIES ASSOCIATED WITH THE FITTING OF ARMA MODELS TO TIME SERIES (Q3685895) (← links)
- A data dependent approach to density estimation (Q3711473) (← links)
- REGRESSION, AUTOREGRESSION MODELS (Q3716147) (← links)