Pages that link to "Item:Q4130785"
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The following pages link to Selection of the order of an autoregressive model by Akaike's information criterion (Q4130785):
Displayed 50 items.
- Simple measures of uncertainty for model selection (Q127484) (← links)
- High-dimensional AIC in the growth curve model (Q391888) (← links)
- Consistency of high-dimensional AIC-type and \(C_p\)-type criteria in multivariate linear regression (Q391928) (← links)
- Simultaneous confidence bands for sequential autoregressive fitting (Q392061) (← links)
- Simultaneous confidence bands for Yule-Walker estimators and order selection (Q450047) (← links)
- Misparametrization subsets for penalized least squares model selection (Q466060) (← links)
- Generalized information criterion for the AR model (Q508120) (← links)
- Tuning parameter selection for the adaptive LASSO in the autoregressive model (Q526980) (← links)
- Model identification for infinite variance autoregressive processes (Q528139) (← links)
- The combination of forecasts: A ranking and subset selection approach (Q583804) (← links)
- On model selection from a finite family of possibly misspecified time series models (Q666592) (← links)
- Identification of multivariate AR-models by threshold accepting (Q672526) (← links)
- Information criterion as a multiple testing procedure (Q689411) (← links)
- An \(R\)-square coefficient based on final prediction error (Q713779) (← links)
- Model selection criteria in multivariate models with multiple structural changes (Q738024) (← links)
- Hybridization of intelligent techniques and ARIMA models for time series prediction (Q835085) (← links)
- Tests of Granger causality by the selection of the orders of a bivariate autoregressive model (Q899880) (← links)
- Contrast-based information criterion for ergodic diffusion processes from discrete observations (Q904080) (← links)
- Analysis and simulation of strong earthquake ground motions using ARMA models (Q921745) (← links)
- Variable selection in regression models using nonstandard optimisation of information criteria (Q1020778) (← links)
- Asymptotic bootstrap corrections of AIC for linear regression models (Q1048800) (← links)
- The inverse partial correlation function of a time series and its applications (Q1050734) (← links)
- Asymptotic mean efficiency of a selection of regression variables (Q1057602) (← links)
- Estimation of the degree of differencing of an ARIMA process (Q1069632) (← links)
- Selection of variables in two-group discriminant analysis by error rate and Akaike's information criteria (Q1074986) (← links)
- Selection of the number of regression variables; A minimax choice of generalized FPE (Q1089707) (← links)
- On the selection of regression variables (Q1098205) (← links)
- On the recursive fitting of subset autoregressive-moving average process (Q1098212) (← links)
- The impact of information timeliness on the predictability of stock and futures returns: An application of vector models (Q1127245) (← links)
- Effects of skewness and kurtosis on model selection criteria (Q1128782) (← links)
- Entropy maximization principle and selection of the order of an autoregressive Gaussian process (Q1143081) (← links)
- Maximum likelihood and prediction error methods (Q1143360) (← links)
- Estimating the dimension of a linear system (Q1172612) (← links)
- Counterexamples to parsimony and BIC (Q1206610) (← links)
- Model selection and prediction: Normal regression (Q1260697) (← links)
- VARMAX-modelling of blast furnace process variables (Q1266520) (← links)
- Small-sample properties of some tests for unit root with data-based choice of the degree of augmentation. (Q1292221) (← links)
- Model selection in partially nonstationary vector autoregressive processes with reduced rank structure (Q1298458) (← links)
- On the underfitting and overfitting sets of models chosen by order selection criteria. (Q1303860) (← links)
- Using random subspace method for prediction and variable importance assessment in linear regression (Q1621353) (← links)
- Modified information criteria and selection of long memory time series models (Q1623513) (← links)
- Extending AIC to best subset regression (Q1643010) (← links)
- Consistency of AIC and BIC in estimating the number of significant components in high-dimensional principal component analysis (Q1650069) (← links)
- Adaptive estimation of mean and volatility functions in (auto-)regressive models. (Q1766042) (← links)
- The distribution of the run length in CUSUM procedures (Q1804077) (← links)
- Criteria for selection of response variables and the asymptotic properties in a multivariate calibration (Q1819870) (← links)
- Adaptive estimation in autoregression or \(\beta\)-mixing regression via model selection (Q1848887) (← links)
- Consistent order selection with strongly dependent data and its application to efficient estimation. (Q1858970) (← links)
- Variable selection for structural models (Q1866230) (← links)
- Twenty-one ML estimators for model selection (Q1902566) (← links)