Pages that link to "Item:Q1861397"
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The following pages link to AIC, overfitting principles, and the boundedness of moments of inverse matrices for vector autotregressions and related models. (Q1861397):
Displaying 23 items.
- VAR forecasting under misspecification (Q265016) (← links)
- Regressor and disturbance have moments of all orders, least squares estimator has none (Q286456) (← links)
- Moment bounds and mean squared prediction errors of long-memory time series (Q366971) (← links)
- Convergence of Gaussian quasi-likelihood random fields for ergodic Lévy driven SDE observed at high frequency (Q367001) (← 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)
- Moment convergence in regularized estimation under multiple and mixed-rates asymptotics (Q1678536) (← links)
- Moment convergence of regularized least-squares estimator for linear regression model (Q1680803) (← links)
- On same-realization prediction in an infinite-order autoregressive process. (Q1810711) (← links)
- Evaluating panel data forecasts under independent realization (Q2018600) (← links)
- Model averaging multistep prediction in an infinite order autoregressive process (Q2109293) (← links)
- Data driven time scale in Gaussian quasi-likelihood inference (Q2330960) (← links)
- Inverse moment bounds for sample autocovariance matrices based on detrended time series and their applications (Q2341886) (← links)
- Order selection for same-realization predictions in autoregressive processes (Q2368859) (← links)
- PREDICTION ERRORS IN NONSTATIONARY AUTOREGRESSIONS OF INFINITE ORDER (Q3577701) (← links)
- ASYMPTOTICALLY EFFICIENT MODEL SELECTION FOR PANEL DATA FORECASTING (Q4967795) (← links)
- Negative Moment Bounds for Stochastic Regression Models with Deterministic Trends and Their Applications to Prediction Problems (Q5072146) (← links)
- MULTISTEP PREDICTION OF PANEL VECTOR AUTOREGRESSIVE PROCESSES (Q5403108) (← links)
- OPTIMAL MULTISTEP VAR FORECAST AVERAGING (Q5859564) (← links)
- Multistep forecast selection for panel data (Q5861003) (← links)
- A conversation with David Findley (Q5965311) (← links)
- Gaussian quasi-information criteria for ergodic Lévy driven SDE (Q6138755) (← links)
- Efficient and consistent model selection procedures for time series (Q6635709) (← links)
