The following pages link to (Q4158359):
Displayed 31 items.
- Generalized information criterion for the AR model (Q508120) (← links)
- Information criterion as a multiple testing procedure (Q689411) (← links)
- Order selection in finite mixtures of linear regressions (Q744818) (← links)
- A survey of cross-validation procedures for model selection (Q975579) (← 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)
- Selecting the best linear transfer function model (Q1059611) (← links)
- A note on some model selection criteria (Q1084792) (← links)
- Selection of the number of regression variables; A minimax choice of generalized FPE (Q1089707) (← links)
- Model selection and Akaike's information criterion (AIC): The general theory and its analytical extensions (Q1092542) (← links)
- Some contributions to selection and estimation in the normal linear model (Q1206653) (← links)
- Model selection and prediction: Normal regression (Q1260697) (← links)
- Autoregressive model selection for multistep prediction (Q1300940) (← links)
- Asymptotically efficient autoregressive model selection for multistep prediction (Q1359407) (← links)
- Robust model selection in regression via weighted likelihood methodology (Q1613004) (← links)
- Model selection in orthogonal regression (Q1808690) (← links)
- A semiparametric model for compositional data analysis in presence of covariates on the simplex. (Q1872864) (← links)
- Information criteria for selecting possibly misspecified parametric models (Q1915447) (← links)
- An analysis of global warming in the Alpine region based on nonlinear nonstationary time series models (Q1934285) (← links)
- Akaike's information criterion and recent developments in information complexity (Q1977905) (← links)
- Model specification and selection for multivariate time series (Q2293377) (← links)
- Order selection for same-realization predictions in autoregressive processes (Q2368859) (← links)
- Monitoring unit root and multiple structural changes: An information criterion approach (Q2490480) (← links)
- A simulation study on classic and robust variable selection in linear regression (Q2493733) (← links)
- Multi-regime models for nonlinear nonstationary time series (Q2512790) (← links)
- An automatic portmanteau test for serial correlation (Q2628840) (← links)
- Structure identification of nonlinear dynamic systems - A survey on input/output approaches (Q2641255) (← links)
- Time-varying multi-regime models fitting by genetic algorithms (Q4979105) (← links)
- LASSO order selection for sparse autoregression: a bootstrap approach (Q5106966) (← links)
- On Efficient AR Spectral Estimation for Long-Range Predictions (Q5314590) (← links)
- Asymptotically efficient order selection in nonstationary AR processes (Q5936978) (← links)