Pages that link to "Item:Q1192957"
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The following pages link to On predictive least squares principles (Q1192957):
Displaying 46 items.
- VAR forecasting under misspecification (Q265016) (← links)
- On the selection of forecasting models (Q274892) (← links)
- Learning Gaussian graphical models with fractional marginal pseudo-likelihood (Q518603) (← links)
- Cointegrating rank selection in models with time-varying variance (Q527990) (← links)
- Toward optimal multistep forecasts in non-stationary autoregressions (Q605867) (← 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)
- Averaging estimators for autoregressions with a near unit root (Q736566) (← links)
- Model selection for integrated autoregressive processes of infinite order (Q765828) (← links)
- Using simulated annealing to optimize the feature selection problem in marketing applications (Q819080) (← links)
- Strong consistency of the regularized least-squares estimates of infinite autoregressive models (Q872084) (← links)
- AR order selection in the case when the model parameters are estimated by forgetting factor least-squares algorithms (Q1048842) (← links)
- Counterexamples to parsimony and BIC (Q1206610) (← links)
- Model selection and prediction: Normal regression (Q1260697) (← links)
- The weighted average information criterion for order selection in time series and regression models (Q1265993) (← links)
- Model selection in partially nonstationary vector autoregressive processes with reduced rank structure (Q1298458) (← links)
- On model selection via stochastic complexity in robust linear regression (Q1299010) (← links)
- Maximized log-likelihood updating and model selection. (Q1423127) (← links)
- On residual empirical processes of stochastic regression models with applications to time series (Q1807171) (← links)
- Selecting optimal multistep predictors for autoregressive processes of unknown order. (Q1879949) (← links)
- Twenty-one ML estimators for model selection (Q1902566) (← links)
- Structural change and unit roots (Q1909372) (← links)
- Consistent order selection for ARFIMA processes (Q2148974) (← links)
- Model selection by sequentially normalized least squares (Q2267585) (← links)
- Model selection: a Lagrange optimization approach (Q2390476) (← links)
- Selecting mixed-effects models based on a generalized information criterion (Q2489780) (← links)
- Accumulative prediction error and the selection of time series models (Q2507906) (← links)
- An empirical study of minimum description length model selection with infinite parametric complexity (Q2507908) (← links)
- Accumulated prediction errors, information criteria and optimal forecasting for autoregressive time series (Q2642748) (← links)
- Subset Selection in Linear Regression using Sequentially Normalized Least Squares: Asymptotic Theory (Q2815586) (← links)
- A MODIFIED INFORMATION CRITERION FOR COINTEGRATION TESTS BASED ON A VAR APPROXIMATION (Q2886962) (← links)
- Semiparametric cointegrating rank selection (Q3406055) (← links)
- MINIMIZING AVERAGE RISK IN REGRESSION MODELS (Q3632387) (← links)
- Finite sample performance of the model selection approach in co-integration analysis (Q3636775) (← links)
- A Bayesian Approach to Sequential Surveillance in Exponential Families (Q3645020) (← links)
- Model selection for infinite variance time series (Q4843863) (← links)
- Predictor Selection for Positive Autoregressive Processes (Q4975347) (← links)
- Negative Moment Bounds for Stochastic Regression Models with Deterministic Trends and Their Applications to Prediction Problems (Q5072146) (← links)
- A modified information criterion for model selection (Q5079975) (← links)
- Capturing simple and complex time-dependent effects using flexible parametric survival models: A simulation study (Q5082814) (← links)
- Joint Selection of the Model and the Information Set in Heteroskedastic Dynamic Models (Q5290376) (← links)
- STRONG CONSISTENCY RESULTS FOR LEAST SQUARES ESTIMATORS IN GENERAL VECTOR AUTOREGRESSIONS WITH DETERMINISTIC TERMS (Q5697614) (← links)
- Diagnostic test for unstable autoregressive models (Q5758158) (← links)
- Asymptotically efficient order selection in nonstationary AR processes (Q5936978) (← links)
- Information criteria for model selection (Q6602021) (← links)
