Pages that link to "Item:Q1074279"
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The following pages link to Asymptotically efficient selection of the order by the criterion autoregressive transfer function (Q1074279):
Displaying 13 items.
- Variable selection strategies in survival models with multiple imputations (Q636117) (← links)
- Strong consistency of the regularized least-squares estimates of infinite autoregressive models (Q872084) (← links)
- Asymptotically efficient autoregressive model selection for multistep prediction (Q1359407) (← links)
- Nonasymptotic bounds for autoregressive time series modeling. (Q1848866) (← links)
- On the probability of a model. (Q1872871) (← links)
- Accumulated prediction errors, information criteria and optimal forecasting for autoregressive time series (Q2642748) (← links)
- THE CRITERION AUTOREGRESSIVE TRANSFER FUNCTION OF PARZEN (Q3730886) (← links)
- Automatic selection of a linear predictor through frequency domain cross-validation (Q3768228) (← links)
- Test of Significance in order selection (Q4493698) (← links)
- Asymptotic efficiency of model selection criteria: the nonzero mean gaussian ar(∞) case (Q4843864) (← links)
- On the advantages of the non-concave penalized likelihood model selection method with minimum prediction errors in large-scale medical studies (Q5123493) (← links)
- Forecasting ARMA models: a comparative study of information criteria focusing on MDIC (Q5306304) (← links)
- Asymptotically efficient order selection in nonstationary AR processes (Q5936978) (← links)
