Pages that link to "Item:Q3077654"
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The following pages link to Selecting nonlinear time series models using information criteria (Q3077654):
Displaying 18 items.
- Multivariate contemporaneous-threshold autoregressive models (Q737288) (← links)
- Modelling heavy-tailedness in count time series (Q2174735) (← links)
- Models for autoregressive processes of bounded counts: how different are they? (Q2228223) (← links)
- On classifying the effects of policy announcements on volatility (Q2237181) (← links)
- Selecting nonlinear stochastic process rate models using information criteria (Q2492254) (← links)
- An empirical study on the parsimony and descriptive power of TARMA models (Q2664997) (← links)
- Information quantity evaluation of nonlinear time series processes and applications (Q2683574) (← links)
- Information criteria for nonlinear time series models (Q2691663) (← links)
- On the performance of information criteria for model identification of count time series (Q2697066) (← links)
- Cross-validation criteria for SETAR model selection (Q2740035) (← links)
- Model selection in threshold models (Q2784959) (← links)
- (Q3219620) (← links)
- A Simple Specification Procedure for the Transition Function in Persistent Nonlinear Time Series Models (Q4561862) (← links)
- Time-varying multi-regime models fitting by genetic algorithms (Q4979105) (← links)
- Mutual information model selection algorithm for time series (Q5037010) (← links)
- Model selection for time series with nonlinear trend (Q5104523) (← links)
- Bootstrap order selection for SETAR models (Q5220715) (← links)
- Linear approximation of the threshold autoregressive model: an application to order estimation (Q6163484) (← links)
