The following pages link to (Q4356544):
Displayed 7 items.
- Estimation of the memory parameter by fitting fractionally differenced autoregressive models (Q853943) (← links)
- Introducing model uncertainty by moving blocks bootstrap (Q864906) (← links)
- An Akaike information criterion for model selection in the presence of incomplete data. (Q1299377) (← links)
- A large-sample model selection criterion based on Kullback's symmetric divergence (Q1962213) (← links)
- Determining the order of the functional autoregressive model (Q2852484) (← links)
- Measuring the Advantages of Multivariate vs. Univariate Forecasts (Q3505336) (← links)
- The Variance Profile (Q4916499) (← links)