Pages that link to "Item:Q1810711"

The following pages link to On same-realization prediction in an infinite-order autoregressive process. (Q1810711):

Displaying 37 items.

• VAR forecasting under misspecification (Q265016) (← links)
• Estimation of inverse autocovariance matrices for long memory processes (Q282527) (← links)
• Least-squares forecast averaging (Q299227) (← links)
• Moment bounds and mean squared prediction errors of long-memory time series (Q366971) (← links)
• Simultaneous confidence bands for sequential autoregressive fitting (Q392061) (← links)
• Simultaneous confidence bands for Yule-Walker estimators and order selection (Q450047) (← links)
• On model selection from a finite family of possibly misspecified time series models (Q666592) (← links)
• Averaging estimators for autoregressions with a near unit root (Q736566) (← links)
• Model selection for integrated autoregressive processes of infinite order (Q765828) (← links)
• Toward optimal model averaging in regression models with time series errors (Q888324) (← links)
• Infinite-order, long-memory heterogeneous autoregressive models (Q1623535) (← links)
• Selecting optimal multistep predictors for autoregressive processes of unknown order. (Q1879949) (← links)
• Evaluating panel data forecasts under independent realization (Q2018600) (← links)
• Time-varying model averaging (Q2024462) (← links)
• Model averaging prediction for time series models with a diverging number of parameters (Q2024480) (← links)
• Model averaging multistep prediction in an infinite order autoregressive process (Q2109293) (← links)
• Inference and model selection in general causal time series with exogenous covariates (Q2136604) (← links)
• Inverse moment bounds for sample autocovariance matrices based on detrended time series and their applications (Q2341886) (← links)
• Order selection for same-realization predictions in autoregressive processes (Q2368859) (← links)
• Model averaging by jackknife criterion in models with dependent data (Q2439862) (← links)
• Accumulated prediction errors, information criteria and optimal forecasting for autoregressive time series (Q2642748) (← links)
• Prediction of long memory processes on same-realisation (Q2655052) (← links)
• A new time-varying model for forecasting long-memory series (Q2664998) (← links)
• A simple solution of the spurious regression problem (Q2691758) (← links)
• Banded Regularization of Autocovariance Matrices in Application to Parameter Estimation and Forecasting of Time Series (Q3107199) (← links)
• PREDICTION ERRORS IN NONSTATIONARY AUTOREGRESSIONS OF INFINITE ORDER (Q3577701) (← links)
• MULTISTEP PREDICTION IN AUTOREGRESSIVE PROCESSES (Q4561953) (← links)
• (Q4935611) (← links)
• ASYMPTOTICALLY EFFICIENT MODEL SELECTION FOR PANEL DATA FORECASTING (Q4967795) (← links)
• Negative Moment Bounds for Stochastic Regression Models with Deterministic Trends and Their Applications to Prediction Problems (Q5072146) (← links)
• Forecasting time series of economic processes by model averaging across data frames of various lengths (Q5106992) (← links)
• THE INTEGRATED MEAN SQUARED ERROR OF SERIES REGRESSION AND A ROSENTHAL HILBERT-SPACE INEQUALITY (Q5247356) (← links)
• OPTIMAL MULTISTEP VAR FORECAST AVERAGING (Q5859564) (← links)
• Multistep forecast selection for panel data (Q5861003) (← links)
• On asymptotic risk of selecting models for possibly nonstationary time-series (Q5861039) (← links)
• On the inversion of an autoregressive process of finite order (Q6061557) (← links)
• Data-driven model selection for same-realization predictions in autoregressive processes (Q6173728) (← links)