Pages that link to "Item:Q3614900"

The following pages link to PREDICTION‐FOCUSED MODEL SELECTION FOR AUTOREGRESSIVE MODELS (Q3614900):

Displaying 22 items.

• Predictive, finite-sample model choice for time series under stationarity and non-stationarity (Q143634) (← links)
• Tuning parameter selection for the adaptive LASSO in the autoregressive model (Q526980) (← links)
• Model averaging for semiparametric additive partial linear models (Q989767) (← links)
• Specific-to-general predictor selection in approximate autoregressions -- Monte Carlo evidence and a large scale performance assessment with real data (Q2006892) (← links)
• The robust focused information criterion for strong mixing stochastic processes with \(\mathscr{L}^2\)-differentiable parametric densities (Q2023474) (← links)
• Focused model selection for linear mixed models with an application to whale ecology (Q2194472) (← links)
• The focused information criterion for logistic time series regression models under locally biased estimating functions (Q2241530) (← links)
• Statistical estimation in the presence of possibly incorrect model assumptions (Q2323279) (← links)
• Focused information criterion and model averaging for generalized additive partial linear models (Q2429927) (← links)
• Adaptive Order Determination for Constructing Time Series Forecasting Models (Q2807609) (← links)
• Order selection in ARMA models using the focused information criterion (Q2892460) (← links)
• Model averaging for M-estimation (Q4559360) (← links)
• A High‐dimensional Focused Information Criterion (Q4637090) (← links)
• Model averaging based on rank (Q5036455) (← links)
• Autoregressive model selection based on a prediction perspective (Q5127005) (← links)
• Adaptive order selection for autoregressive models (Q5219452) (← links)
• Focused information criterion and model averaging based on weighted composite quantile regression (Q5418630) (← 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)
• (Q5889912) (← links)
• The focussed information criterion for generalised linear regression models for time series (Q6081853) (← links)
• Focused estimation and model averaging with penalization methods: an overview (Q6647314) (← links)