Pages that link to "Item:Q3888396"
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The following pages link to Maximum likelihood estimates of incorrect Markov models for time series and the derivation of AIC (Q3888396):
Displayed 10 items.
- On a criterion for the selection of models for stationary time series (Q1084820) (← links)
- Estimation of interaction potentials of spatial point patterns through the maximum likelihood procedure (Q1161234) (← links)
- Join-and-Cut algorithm for self-avoiding walks with variable length and free endpoints (Q1203237) (← links)
- Asymptotically optimal estimation in misspecified time series models (Q1816966) (← links)
- AIC, overfitting principles, and the boundedness of moments of inverse matrices for vector autotregressions and related models. (Q1861397) (← links)
- CROSS-VALIDATORY CHOICE OF A SPECTRUM ESTIMATE AND ITS CONNECTIONS WITH AIC (Q3476167) (← links)
- Optimality of estimators for misspecified semi-Markov models (Q3498582) (← links)
- ON SOME AMBIGUITIES ASSOCIATED WITH THE FITTING OF ARMA MODELS TO TIME SERIES (Q3685895) (← links)
- ON THE UNBIASEDNESS PROPERTY OF AIC FOR EXACT OR APPROXIMATING LINEAR STOCHASTIC TIME SERIES MODELS (Q3738436) (← links)
- A special property of the expected log likelihooda special property of the expected log likelihood (Q4748968) (← links)
