Pages that link to "Item:Q2540950"
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The following pages link to Fitting autoregressive models for prediction (Q2540950):
Displaying 50 items.
- Predictive, finite-sample model choice for time series under stationarity and non-stationarity (Q143634) (← links)
- Simultaneous confidence bands for sequential autoregressive fitting (Q392061) (← links)
- Filtering nonlinear spatio-temporal chaos with autoregressive linear stochastic models (Q446142) (← links)
- Simultaneous confidence bands for Yule-Walker estimators and order selection (Q450047) (← links)
- The bivariate generalized linear failure rate distribution and its multivariate extension (Q452654) (← links)
- Misparametrization subsets for penalized least squares model selection (Q466060) (← links)
- System identification methods for (operational) modal analysis: review and comparison (Q503871) (← links)
- Generalized information criterion for the AR model (Q508120) (← links)
- Tuning parameter selection for the adaptive LASSO in the autoregressive model (Q526980) (← links)
- Nonparametric lag selection for nonlinear additive autoregressive models (Q547087) (← links)
- Synoptic airflow and UK daily precipitation extremes: development and validation of a vector generalized linear model (Q549640) (← links)
- Model identification of ARIMA family using genetic algorithms (Q556129) (← links)
- An approach to causal modeling in fuzzy environment and its application (Q583800) (← links)
- Statistical prediction of air pollution levels using non-physical models (Q598759) (← links)
- Order selection for heteroscedastic autoregression: a study on concentration (Q613183) (← links)
- Conditional and unconditional methods for selecting variables in linear mixed models (Q631631) (← links)
- Variable selection strategies in survival models with multiple imputations (Q636117) (← links)
- Parametric or nonparametric? A parametricness index for model selection (Q651025) (← links)
- Identification of multivariate AR-models by threshold accepting (Q672526) (← links)
- An algebraic method for constructing stable and consistent autoregressive filters (Q728932) (← links)
- Model evaluation, discrepancy function estimation, and social choice theory (Q737003) (← links)
- Asymptotic criteria for model selection (Q796947) (← links)
- New approaches for channel prediction based on sinusoidal modeling (Q838937) (← links)
- An efficient branch-and-bound strategy for subset vector autoregressive model selection (Q844693) (← links)
- Introducing model uncertainty by moving blocks bootstrap (Q864906) (← links)
- Strong consistency of the regularized least-squares estimates of infinite autoregressive models (Q872084) (← links)
- Statistical inference in dynamic panel data models (Q928910) (← links)
- Estimating all possible SUR models with permuted exogenous data matrices derived from a VAR process (Q956526) (← links)
- A semiparametric model selection criterion with applications to the marginal structural model (Q959174) (← links)
- An improved Akaike information criterion for state-space model selection (Q959349) (← links)
- An alternate version of the conceptual predictive statistic based on a symmetrized discrepancy measure (Q989266) (← links)
- Evaluation and selection of models for out-of-sample prediction when the sample size is small relative to the complexity of the data-generating process (Q1002545) (← links)
- Bayesian learning of graphical vector autoregressions with unequal lag-lengths (Q1009333) (← links)
- On a criterion for the selection of models for stationary time series (Q1084820) (← links)
- Testing causality using efficiently parametrized vector ARMA models (Q1086960) (← links)
- Model selection for forecasting (Q1086969) (← links)
- Factor analysis and AIC (Q1092565) (← links)
- Nonstationary time series identification (Q1116608) (← links)
- Consistent order estimation for linear stochastic feedback control systems (CARMA model) (Q1117191) (← links)
- Qualitative and asymptotic performance of SNP density estimators (Q1126496) (← links)
- A new ship's auto pilot design through a stochastic model (Q1132812) (← links)
- Frequency domain versus time domain methods in system identification (Q1148269) (← links)
- Estimating the dimension of a linear system (Q1172612) (← links)
- On model selection in the computer age (Q1262043) (← links)
- AR and ARMA spectral estimation (Q1262110) (← links)
- Plastic algorithm for adaptive vector quantisation (Q1271664) (← links)
- Specification via model selection in vector error correction models (Q1274716) (← links)
- On the underfitting and overfitting sets of models chosen by order selection criteria. (Q1303860) (← links)
- Nonparametric time series regression (Q1336524) (← links)
- Neural networks and logistic regression: Part I (Q1351182) (← links)
