Pages that link to "Item:Q4078949"

The following pages link to Some recent advances in time series modeling (Q4078949):

Displaying 50 items.

• Simultaneous confidence bands for sequential autoregressive fitting (Q392061) (← links)
• Simultaneous confidence bands for Yule-Walker estimators and order selection (Q450047) (← links)
• An automatic procedure for Box-Jenkins model building (Q793484) (← links)
• Asymptotic criteria for model selection (Q796947) (← links)
• Strong consistency of the regularized least-squares estimates of infinite autoregressive models (Q872084) (← links)
• Instantaneous spectrum estimation of earthquake ground motions based on unscented Kalman filter method (Q940475) (← links)
• A semiparametric model selection criterion with applications to the marginal structural model (Q959174) (← links)
• The inverse partial correlation function of a time series and its applications (Q1050734) (← links)
• Prediction of multivariate time series by autoregressive model fitting (Q1067337) (← links)
• On a criterion for the selection of models for stationary time series (Q1084820) (← links)
• Covariance density estimation for autoregressive spectral modelling of point processes (Q1120240) (← links)
• On fitting distributed lag models subject to polynomial restrictions (Q1157661) (← links)
• Maximum entropy interpretation of autoregressive spectral densities (Q1172909) (← links)
• Maximum-power validation of models without higher-order fitting (Q1247398) (← links)
• Testing the exogeneity specification in the complete dynamic simultaneous equation model (Q1256287) (← links)
• Estimation of spectral density of a stationary time series via an asymptotic of the periodogram (Q1298961) (← links)
• Estimation: A brief survey (Q1846718) (← links)
• Nonasymptotic bounds for autoregressive time series modeling. (Q1848866) (← links)
• A conversation with Emanuel Parzen (Q1872613) (← links)
• A large-sample model selection criterion based on Kullback's symmetric divergence (Q1962213) (← links)
• Model averaging prediction for time series models with a diverging number of parameters (Q2024480) (← links)
• Model averaging multistep prediction in an infinite order autoregressive process (Q2109293) (← links)
• Model selection: a Lagrange optimization approach (Q2390476) (← links)
• Autoregressive approximation in nonstandard situations: the fractionally integrated and non-invertible cases (Q2477005) (← links)
• Short and long run causality measures: theory and inference (Q2630148) (← links)
• Banded Regularization of Autocovariance Matrices in Application to Parameter Estimation and Forecasting of Time Series (Q3107199) (← links)
• A recursive in order algorithm for least squares estimates of an autoregressive process (Q3135424) (← links)
• ESTIMATION OF THE ORDER OF A MOVING AVERAGE MODEL FROM AUTOREGRESSIVE AND WINDOW ESTIMATES OF THE INVERSE CORRELATION FUNCTION (Q3219618) (← links)
• Exact factorization of the spectral density ann its application to wrf,castiilg and time series analysis (Q3319643) (← links)
• Minimax-robust prediction of discrete time series (Q3322936) (← links)
• ON THE SELECTION OF SUBSET AUTOREGRESSIVE TIME SERIES MODELS (Q3341715) (← links)
• A Generalized Portmanteau Test For Independence Of Two Infinite-Order Vector Autoregressive Series (Q3440748) (← links)
• Using instrumental variables for selecting the order of arma models (Q3474143) (← links)
• Discrete variable stochastic approximation procedures and recursive autoregressive model identification (Q3486692) (← links)
• Properties of the Sieve Bootstrap for Fractionally Integrated and Non-Invertible Processes (Q3608196) (← links)
• A UNIFIED APPROACH TO CONFIDENCE BOUNDS FOR THE AUTOREGRESSIVE SPECTRAL ESTIMATOR (Q3685049) (← links)
• On the relationship between levinson recursion and the r and s arrays for arma model identification (Q3725398) (← links)
• THE CRITERION AUTOREGRESSIVE TRANSFER FUNCTION OF PARZEN (Q3730886) (← links)
• Model selection by multiple test procedures (Q3787284) (← links)
• (Q3798098) (← links)
• A NOTE ON NON-STATIONARITY AND CANONICAL ANALYSIS OF MULTIPLE TIME SERIES MODELS (Q3799523) (← links)
• SOME PROPERTIES OF CONDITIONAL QUASI-LIKELIHOOD FUNCTIONS FOR TIME SERIES MODEL FITTING (Q3823683) (← links)
• On the stationarity of multiple autoregressive approximants: theory and algorithms (Q3936068) (← links)
• On model structure testing in system identification (Q4132053) (← links)
• A note on a local equivalence of two recent approaches to autoregressive order determination (Q4193330) (← links)
• ESTIMATION OF AUTOREGRESSIVE MOVING-AVERAGE MODELS VIA HIGH-ORDER AUTOREGRESSIVE APPROXIMATIONS (Q4203662) (← links)
• Bootstrap order selection for autoregressive models (Q4237835) (← links)
• A Review of Nonparametric Time Series Analysis (Q4361764) (← links)
• Test of Significance in order selection (Q4493698) (← links)
• A Bayesian Curve Fitting Approach to Power Spectrum Estimation (Q4805748) (← links)