The following pages link to (Q3219620):
Displaying 14 items.
- Sparse estimators and the oracle property, or the return of Hodges' estimator (Q290948) (← links)
- Information criterion as a multiple testing procedure (Q689411) (← links)
- Selecting models with different spectral density matrix structures by the cross-validated log likelihood criterion (Q850743) (← links)
- A Bayes procedure for the identification of univariate time series models (Q1082767) (← links)
- On a criterion for the selection of models for stationary time series (Q1084820) (← links)
- Selection of the number of regression variables; A minimax choice of generalized FPE (Q1089707) (← links)
- Selected papers of Hirotugu Akaike (Q1271115) (← links)
- A parametric, information-theory model for predictions in time series (Q1782799) (← links)
- Information criteria for selecting possibly misspecified parametric models (Q1915447) (← links)
- The quasi-likelihood approach to statistical inference on multiple time-series with long-range dependence (Q1922364) (← links)
- Selecting nonlinear time series models using information criteria (Q3077654) (← links)
- (Q3332113) (← links)
- Time Series and Model Selection (Q3625301) (← links)
- ON THE UNBIASEDNESS PROPERTY OF AIC FOR EXACT OR APPROXIMATING LINEAR STOCHASTIC TIME SERIES MODELS (Q3738436) (← links)
