Pages that link to "Item:Q4194328"
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The following pages link to A Bayesian extension of the minimum AIC procedure of autoregressive model fitting (Q4194328):
Displaying 50 items.
- Least-squares forecast averaging (Q299227) (← links)
- Information complexity based modeling in the presence of length-biased sampling (Q538222) (← links)
- Bayesian model learning based on predictive entropy (Q853783) (← links)
- Does a Bayesian approach generate robust forecasts? Evidence from applications in portfolio investment decisions (Q904072) (← links)
- Model selection bias and Freedman's paradox (Q904076) (← links)
- Analysis and simulation of strong earthquake ground motions using ARMA models (Q921745) (← links)
- The inverse partial correlation function of a time series and its applications (Q1050734) (← links)
- Likelihood ratio testing on partial multinormal data (Q1058243) (← links)
- Model selection and Akaike's information criterion (AIC): The general theory and its analytical extensions (Q1092542) (← links)
- Stratification by stepwise regression, correspondence analysis and recursive partition: A comparison of three methods of analysis for survival data with covariates (Q1105968) (← links)
- Likelihood analysis of spatial inhomogeneity for marked point patterns (Q1118327) (← links)
- On the use of the predictive likelihood of a Gaussian model (Q1151205) (← links)
- Likelihood of a model and information criteria (Q1151211) (← links)
- Granger-causality in multiple time series (Q1162337) (← links)
- A Bayesian approach to state space multivariate time series modeling (Q1193512) (← links)
- Estimation of the arrival times of seismic waves by multivariate time series model (Q1207640) (← links)
- Autoregressive model selection for multistep prediction (Q1300940) (← links)
- SEMIFAR forecasts, with applications to foreign exchange rates. (Q1304356) (← links)
- Testing for serial correlation in multivariate regression models (Q1305639) (← links)
- The likelihood of various stock market return distributions. II: Empirical results (Q1360232) (← links)
- SEMIFAR models -- a semiparametric approach to modelling trends, long-range dependence and nonstationarity (Q1608913) (← links)
- Linear instrumental variables model averaging estimation (Q1621352) (← links)
- Fully Bayesian analysis of ARMA time series models (Q1838260) (← links)
- Exploratory spectral analysis of hydrological times series (Q1911122) (← links)
- Forecasting using predictive likelihood model averaging (Q1929119) (← links)
- Further asymptotic properties of the generalized information criterion (Q1950832) (← links)
- A survey of Bayesian predictive methods for model assessment, selection and comparison (Q1951655) (← links)
- Testing the order of discrete Markov chains using surrogate data (Q1967268) (← links)
- Bayesian forecasting of multivariate time series: scalability, structure uncertainty and decisions (Q2304234) (← links)
- Refined instrumental variable estimation: maximum likelihood optimization of a unified Box-Jenkins model (Q2342750) (← links)
- Order selection for same-realization predictions in autoregressive processes (Q2368859) (← links)
- Directed attention and nonparametric learning (Q2416002) (← links)
- A modified PNN algorithm with optimal PD modeling using the orthogonal least squares method (Q2486022) (← links)
- A Monte Carlo method for an objective Bayesian procedure (Q2640335) (← links)
- THE NUMBER OF REGIMES ACROSS ASSET RETURNS: IDENTIFICATION AND ECONOMIC VALUE (Q2929381) (← links)
- Nonparametric approach to intervention time series modeling (Q3168245) (← links)
- ESTIMATION OF THE ORDER OF A MOVING AVERAGE MODEL FROM AUTOREGRESSIVE AND WINDOW ESTIMATES OF THE INVERSE CORRELATION FUNCTION (Q3219618) (← links)
- ON THE CHOICE OF THE ORDER OF AUTOREGRESSIVE MODELS: A RANKING AND SELECTION APPROACH (Q3333928) (← links)
- LEAST SQUARES ESTIMATES AND ORDER DETERMINATION PROCEDURES FOR AUTOREGRESSIVE PROCESSES WITH A TIME DEPENDENT VARIANCE (Q3698117) (← links)
- THE CRITERION AUTOREGRESSIVE TRANSFER FUNCTION OF PARZEN (Q3730886) (← links)
- use of neural networks for system structure identification (Q4375960) (← links)
- Test of Significance in order selection (Q4493698) (← links)
- Bayesian Neural Networks for Selection of Drug Sensitive Genes (Q4559675) (← links)
- Model averaging, asymptotic risk, and regressor groups (Q4586211) (← links)
- Catching up Faster by Switching Sooner: A Predictive Approach to Adaptive Estimation with an Application to the AIC–BIC Dilemma (Q4632670) (← links)
- COMPARATIVE POWER STUDIES FOR GOODNESS OF FIT TESTS OF TIME SERIES MODELS (Q4743616) (← links)
- Signal Extraction Problems in Seismology (Q4831993) (← links)
- Schwarz, Wallace, and Rissanen: Intertwining Themes in Theories of Model Selection (Q4831996) (← links)
- Model selection for infinite variance time series (Q4843863) (← links)
- Model specification tests for balanced representation state space models (Q4843922) (← links)
