Pages that link to "Item:Q2767480"
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The following pages link to An asymptotically optimal selection of the order of a linear process (Q2767480):
Displaying 17 items.
- Least-squares forecast averaging (Q299227) (← links)
- Variable selection strategies in survival models with multiple imputations (Q636117) (← links)
- Averaging estimators for autoregressions with a near unit root (Q736566) (← links)
- Model selection for integrated autoregressive processes of infinite order (Q765828) (← links)
- A test for independence of two stationary infinite order autoregressive processes (Q816595) (← links)
- Toward optimal model averaging in regression models with time series errors (Q888324) (← links)
- Nonasymptotic bounds for autoregressive time series modeling. (Q1848866) (← links)
- Order selection for possibly infinite-order non-stationary time series (Q2324319) (← links)
- Order selection for same-realization predictions in autoregressive processes (Q2368859) (← links)
- Model selection: a Lagrange optimization approach (Q2390476) (← links)
- Asymptotically efficient order selection of a nonzero mean AR process for \(h\)-step prediction. (Q2736829) (← links)
- (Q4344413) (← links)
- Negative Moment Bounds for Stochastic Regression Models with Deterministic Trends and Their Applications to Prediction Problems (Q5072146) (← links)
- Normality tests for dependent data: large-sample and bootstrap approaches (Q5087935) (← links)
- Forecasting time series of economic processes by model averaging across data frames of various lengths (Q5106992) (← links)
- Bootstrap-assisted tests of symmetry for dependent data (Q5107386) (← links)
- On Efficient AR Spectral Estimation for Long-Range Predictions (Q5314590) (← links)
