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):
Displaying 50 items.
- Sieve bootstrap for smoothing in nonstationary time series (Q90970) (← links)
- VAR forecasting under misspecification (Q265016) (← links)
- On the selection of forecasting models (Q274892) (← links)
- A bootstrap theory for weakly integrated processes (Q275255) (← links)
- Bootstrapping cointegrating regressions (Q275261) (← links)
- Estimation of inverse autocovariance matrices for long memory processes (Q282527) (← links)
- Least-squares forecast averaging (Q299227) (← links)
- Nonlinear models for strongly dependent processes with financial applications (Q299256) (← links)
- Simultaneous confidence bands for sequential autoregressive fitting (Q392061) (← links)
- Markov-modulated Hawkes process with stepwise decay (Q421443) (← links)
- Forecasting with factor-augmented regression: a frequentist model averaging approach (Q494163) (← links)
- Asymptotic analysis of the squared estimation error in misspecified factor models (Q494175) (← links)
- Model selection criteria for the leads-and-lags cointegrating regression (Q527997) (← links)
- Least squares model averaging by Mallows criterion (Q530944) (← links)
- Variable selection in linear regression: several approaches based on normalized maximum likelihood (Q553666) (← links)
- Autoregressive process modeling via the Lasso procedure (Q631620) (← links)
- Variable selection strategies in survival models with multiple imputations (Q636117) (← links)
- Uniform moment bounds of Fisher's information with applications to time series (Q638801) (← links)
- On model selection from a finite family of possibly misspecified time series models (Q666592) (← links)
- An alternate approach to pseudo-likelihood model selection in the generalized linear mixed modeling framework (Q721612) (← links)
- Averaging estimators for autoregressions with a near unit root (Q736566) (← links)
- Model evaluation, discrepancy function estimation, and social choice theory (Q737003) (← 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)
- Model selection for integrated autoregressive processes of infinite order (Q765828) (← 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)
- Adaptive estimation of stationary Gaussian fields (Q973870) (← links)
- Asymptotic bootstrap corrections of AIC for linear regression models (Q1048800) (← links)
- AR order selection in the case when the model parameters are estimated by forgetting factor least-squares algorithms (Q1048842) (← 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)
- Modified information criteria and selection of long memory time series models (Q1623513) (← links)
- Model selection criteria based on cross-validatory concordance statistics (Q1642996) (← links)