Pages that link to "Item:Q3738436"
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The following pages link to ON THE UNBIASEDNESS PROPERTY OF AIC FOR EXACT OR APPROXIMATING LINEAR STOCHASTIC TIME SERIES MODELS (Q3738436):
Displaying 8 items.
- Fitting time series models to nonstationary processes (Q1355167) (← links)
- AIC, overfitting principles, and the boundedness of moments of inverse matrices for vector autotregressions and related models. (Q1861397) (← links)
- A large-sample model selection criterion based on Kullback's symmetric divergence (Q1962213) (← links)
- Boosting iterative stochastic ensemble method for nonlinear calibration of subsurface flow models (Q2449910) (← links)
- Exactly/nearly unbiased estimation of autocovariances of a univariate time series with unknown mean (Q2830677) (← links)
- Akaike's information criterion correction for the least-squares autoregressive spectral estimator (Q2851987) (← links)
- Dimension reduction transfer function model (Q5300738) (← links)
- Analysing nonlinear time series with central subspace (Q5300801) (← links)
