Pages that link to "Item:Q4194328"
From MaRDI portal
The following pages link to A Bayesian extension of the minimum AIC procedure of autoregressive model fitting (Q4194328):
Displayed 14 items.
- 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)
- 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)
- THE CRITERION AUTOREGRESSIVE TRANSFER FUNCTION OF PARZEN (Q3730886) (← links)