Pages that link to "Item:Q4203663"
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The following pages link to THE ESTIMATION OF THE ORDER OF AN AUTOREGRESSION USING RECURSIVE RESIDUALS AND CROSS-VALIDATION (Q4203663):
Displaying 12 items.
- Selecting models with different spectral density matrix structures by the cross-validated log likelihood criterion (Q850743) (← links)
- On Rissanen's predictive stochastic complexity for stationary ARMA processes (Q1338377) (← links)
- Maximized log-likelihood updating and model selection. (Q1423127) (← links)
- Order determination for multivariate autoregressive processes using resampling methods (Q1914694) (← links)
- Accumulated prediction errors, information criteria and optimal forecasting for autoregressive time series (Q2642748) (← links)
- ON THE PROBABILITY OF ERROR WHEN USING A GENERAL AKAIKE-TYPE CRITERION TO ESTIMATE AUTOREGRESSION ORDER (Q3141187) (← links)
- SELECTING ORDER FOR GENERAL AUTOREGRESSIVE MODELS BY MINIMUM DESCRIPTION LENGTH (Q3476164) (← links)
- (Q3685046) (← links)
- A NEW WAY TO ESTIMATE ORDERS IN TIME SERIES (Q4319849) (← links)
- Estimating the Order of an Autoregressive Model Using Normalized Maximum Likelihood (Q4572782) (← links)
- A Joint Regression Variable and Autoregressive Order Selection Criterion (Q4677049) (← links)
- A minimum-eigenvalue ratio test of the product-moment matrix for time-series model-order estimates (Q4946753) (← links)
