Pages that link to "Item:Q3798570"
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The following pages link to Order selection for AR models by predictive least squares (Q3798570):
Displayed 12 items.
- Adaptive time-frequency analysis based on autoregressive modeling (Q551592) (← links)
- New autoregressive (AR) order selection criteria based on the prediction error estimation (Q635064) (← links)
- Finite sample FPE and AIC criteria for autoregressive model order selection using same-realization predictions (Q983765) (← links)
- AR order selection in the case when the model parameters are estimated by forgetting factor least-squares algorithms (Q1048842) (← links)
- Strongly consistent estimation of the order of stochastic control systems (CARMA model) (Q1191801) (← links)
- Model selection and prediction: Normal regression (Q1260697) (← links)
- Autoregressive-output-analysis methods revisited (Q1805485) (← links)
- Order selection statistical test for nonstationary AR models (Q2366536) (← links)
- Accumulated prediction errors, information criteria and optimal forecasting for autoregressive time series (Q2642748) (← links)
- Recursive order estimation of stochastic control systems (Q3033666) (← links)
- Model selection for infinite variance time series (Q4843863) (← links)
- Negative Moment Bounds for Stochastic Regression Models with Deterministic Trends and Their Applications to Prediction Problems (Q5072146) (← links)