Pages that link to "Item:Q2892460"

The following pages link to Order selection in ARMA models using the focused information criterion (Q2892460):

Displaying 23 items.

• Predictive, finite-sample model choice for time series under stationarity and non-stationarity (Q143634) (← links)
• The weighted average information criterion for order selection in time series and regression models (Q1265993) (← links)
• Bootstrap order determination for ARMA models: a comparison between different model selection criteria (Q1658076) (← links)
• Consistent order selection with strongly dependent data and its application to efficient estimation. (Q1858970) (← links)
• The effects of different choices of order for autoregressive approximation on the Gaussian likelihood estimates for ARMA models (Q1871691) (← links)
• The robust focused information criterion for strong mixing stochastic processes with \(\mathscr{L}^2\)-differentiable parametric densities (Q2023474) (← links)
• Consistent order selection for ARFIMA processes (Q2148974) (← links)
• The focused information criterion for logistic time series regression models under locally biased estimating functions (Q2241530) (← links)
• On the connection between model selection criteria and quadratic discrimination in ARMA time series models (Q2373672) (← links)
• Autoregressive model order selection by a finite sample estimator for the Kullback-Leibler discrepancy (Q2724245) (← links)
• Adaptive Order Determination for Constructing Time Series Forecasting Models (Q2807609) (← links)
• The SHQC criterion for order selection in autoregressive models (Q2820400) (← links)
• Order selection in ARMA models using the focused information criterion (Q2892460) (← links)
• An Improved Divergence Information Criterion for the Determination of the Order of an AR Process (Q3577213) (← links)
• PREDICTION‐FOCUSED MODEL SELECTION FOR AUTOREGRESSIVE MODELS (Q3614900) (← links)
• On the application of the Wald statistic to order estimation of ARMA models (Q3987136) (← links)
• Selecting optimal ARMA order by a minimum spectrum distance criterion (Q4546860) (← links)
• A High‐dimensional Focused Information Criterion (Q4637090) (← links)
• A Joint Regression Variable and Autoregressive Order Selection Criterion (Q4677049) (← links)
• Focused information criterion for locally misspecified vector autoregressive models (Q5860943) (← links)
• The robust desparsified lasso and the focused information criterion for high-dimensional generalized linear models (Q5880769) (← links)
• An ARMA order selection method with fuzzy reasoning. (Q5941332) (← links)
• The focussed information criterion for generalised linear regression models for time series (Q6081853) (← links)