The following pages link to (Q4170056):
Displaying 50 items.
- On the distribution function of various model selection criteria with stochastic regressors (Q375037) (← links)
- Simultaneous confidence bands for sequential autoregressive fitting (Q392061) (← links)
- Simultaneous confidence bands for Yule-Walker estimators and order selection (Q450047) (← links)
- Nonstationary ETAS models for nonstandard earthquakes (Q484059) (← links)
- Cointegrating rank selection in models with time-varying variance (Q527990) (← links)
- Information complexity based modeling in the presence of length-biased sampling (Q538222) (← links)
- On minimum information prior distributions (Q585619) (← links)
- Point process modeling of wildfire hazard in Los Angeles county, California (Q641124) (← links)
- Intervention analysis with nonlinear dependent noise variation (Q689483) (← links)
- Model selection and mixed-effects modeling of HIV infection dynamics (Q743801) (← links)
- Admissibility and complete class results for the multinomial estimation problem with entropy and squared error loss (Q794068) (← links)
- About an adaptively weighted Kaplan-Meier estimate (Q841085) (← links)
- Maximum likelihood robust regression by mixture models (Q851811) (← links)
- Option approach to search for threshold rice price toward sustainable paddy field management (Q862571) (← links)
- On the possible and stable psychophysical laws (Q908879) (← links)
- Analysis and simulation of strong earthquake ground motions using ARMA models (Q921745) (← links)
- Fitting piecewise linear threshold autoregressive models by means of genetic algorithms (Q957007) (← links)
- A model of the term structure of interest rates for an economically dependent country (Q1000358) (← links)
- Data mining based Bayesian networks for best classification (Q1010470) (← links)
- Testing causality using efficiently parametrized vector ARMA models (Q1086960) (← links)
- The wandering ideal point model: A probabilistic multidimensional unfolding model for paired comparisons data (Q1091071) (← links)
- Model selection and Akaike's information criterion (AIC): The general theory and its analytical extensions (Q1092542) (← links)
- Asymptotically optimal selection of a piecewise polynomial estimator of a regression function (Q1096279) (← links)
- Stratification by stepwise regression, correspondence analysis and recursive partition: A comparison of three methods of analysis for survival data with covariates (Q1105968) (← links)
- Nonstationary time series identification (Q1116608) (← links)
- Consistent order estimation for linear stochastic feedback control systems (CARMA model) (Q1117191) (← links)
- A Bayesian approach to nonparametric test problems (Q1120931) (← links)
- Modeling by shortest data description (Q1132048) (← links)
- A new ship's auto pilot design through a stochastic model (Q1132812) (← links)
- On a search procedure for the optimal AR-MA order (Q1135601) (← links)
- A Bayesian analysis of the minimum AIC procedure (Q1143080) (← links)
- Entropy maximization principle and selection of the order of an autoregressive Gaussian process (Q1143081) (← links)
- A procedure for the modeling of non-stationary time series (Q1143109) (← links)
- Analysis of cross classified data by AIC (Q1144338) (← links)
- Parameter estimation for continuous-time models - a survey (Q1148280) (← links)
- An instrumental variable method for model order identification (Q1149933) (← links)
- On the use of the predictive likelihood of a Gaussian model (Q1151205) (← links)
- Likelihood of a model and information criteria (Q1151211) (← links)
- Estimation of interaction potentials of spatial point patterns through the maximum likelihood procedure (Q1161234) (← links)
- A quasi Bayesian approach to outlier detection (Q1168661) (← links)
- Bayesian detection of structural changes (Q1207615) (← links)
- A Thurstonian pairwise choice model with univariate and multivariate spline transformations (Q1261625) (← links)
- Approximation problems with the divergence criterion for Gaussian variables and Gaussian processes (Q1274578) (← links)
- Searching for an optimal rotation age forest stand management under stochastic log prices (Q1291729) (← links)
- Autoregressive model selection for multistep prediction (Q1300940) (← links)
- Optimal product positioning based on paired comparison data (Q1305801) (← links)
- The likelihood of various stock market return distributions. II: Empirical results (Q1360232) (← links)
- Estimation parameter of \(R=P(Y<X)\) for length-biased weighted Lomax distributions in the presence of outliers (Q1649308) (← links)
- Latent profile analysis with nonnormal mixtures: a Monte Carlo examination of model selection using fit indices (Q1660200) (← links)
- Analysis of economic growth: structural breaks, superrandomness, and nonlinear forecasting (Q1775313) (← links)
