Pages that link to "Item:Q5285834"

The following pages link to A CORRECTED AKAIKE INFORMATION CRITERION FOR VECTOR AUTOREGRESSIVE MODEL SELECTION (Q5285834):

Displaying 30 items.

• Modified Schwarz and Hannan-Quinn information criteria for weak VARMA models (Q300778) (← links)
• Estimating the orders of weak multivariate ARMA models (Q550426) (← links)
• Order selection criteria for vector autoregressive models (Q551641) (← links)
• A multistage algorithm for best-subset model selection based on the Kullback-Leibler discrepancy (Q736651) (← links)
• A corrected Akaike criterion based on Kullback's symmetric divergence: applications in time series, multiple and multivariate regression (Q959247) (← links)
• An improved Akaike information criterion for state-space model selection (Q959349) (← links)
• Bootstrap variants of the Akaike information criterion for mixed model selection (Q1023532) (← links)
• Unifying the derivations for the Akaike and corrected Akaike information criteria. (Q1380588) (← links)
• Information criteria for Fay-Herriot model selection (Q1615237) (← links)
• Asymptotic theory for information criteria in model selection -- functional approach (Q1874086) (← links)
• A large-sample model selection criterion based on Kullback's symmetric divergence (Q1962213) (← links)
• Sieve bootstrap for functional time series (Q1990591) (← links)
• A comparison of some criteria for states selection in the latent Markov model for longitudinal data (Q2009042) (← links)
• Skewness-adjusted bootstrap confidence intervals and confidence bands for impulse response functions (Q2176323) (← links)
• Bivariate exponentiated discrete Weibull distribution: statistical properties, estimation, simulation and applications (Q2184378) (← links)
• Modeling volatility using state space models with heavy tailed distributions (Q2228729) (← links)
• A small-sample criterion based on Kullback's symmetric divergence for vector autoregressive modeling (Q2507711) (← links)
• Insights into the mechanisms of thymus involution and regeneration by modeling the glucocorticoid-induced perturbation of thymocyte populations dynamics (Q2632651) (← links)
• Subspace Information Criterion for Model Selection (Q2746343) (← links)
• Identification of Directed Influence: Granger Causality, Kullback-Leibler Divergence, and Complexity (Q2919418) (← links)
• Selection of weak VARMA models by modified Akaike's information criteria (Q2930907) (← links)
• Bootstrap prediction bands for forecast paths from vector autoregressive models (Q3166695) (← links)
• Optimal lag-length choice in stable and unstable VAR models under situations of homoscedasticity and ARCH (Q3532696) (← links)
• Jointly determining the state dimension and lag order for Markov‐switching vector autoregressive models (Q5001029) (← links)
• Identifying the number of components in Gaussian mixture models using numerical algebraic geometry (Q5133853) (← links)
• Is First-Order Vector Autoregressive Model Optimal for fMRI Data? (Q5380317) (← links)
• (Q5876287) (← links)
• Sieve bootstrapping the memory parameter in long-range dependent stationary functional time series (Q6065670) (← links)
• Mortality projections for higher educational attainment with semi-parametric accelerated hazard relational models (Q6089412) (← links)
• Model selection for independent not identically distributed observations based on Rényi's pseudodistances (Q6126055) (← links)