The following pages link to (Q4344413):
Displaying 18 items.
- Variable selection strategies in survival models with multiple imputations (Q636117) (← links)
- Model selection for integrated autoregressive processes of infinite order (Q765828) (← links)
- Asymptotically efficient selection of the order by the criterion autoregressive transfer function (Q1074279) (← links)
- Autoregressive spatial spectral estimates (Q1706446) (← links)
- On same-realization prediction in an infinite-order autoregressive process. (Q1810711) (← links)
- Evaluating panel data forecasts under independent realization (Q2018600) (← links)
- Consistent order selection for ARFIMA processes (Q2148974) (← links)
- Order selection for possibly infinite-order non-stationary time series (Q2324319) (← links)
- Order selection for same-realization predictions in autoregressive processes (Q2368859) (← links)
- Accumulated prediction errors, information criteria and optimal forecasting for autoregressive time series (Q2642748) (← links)
- Asymptotically efficient order selection of a nonzero mean AR process for \(h\)-step prediction. (Q2736829) (← links)
- An asymptotically optimal selection of the order of a linear process (Q2767480) (← links)
- Asymptotic efficiency of model selection criteria: the nonzero mean gaussian ar(∞) case (Q4843864) (← links)
- On the advantages of the non-concave penalized likelihood model selection method with minimum prediction errors in large-scale medical studies (Q5123493) (← links)
- On Efficient AR Spectral Estimation for Long-Range Predictions (Q5314590) (← links)
- Asymptotically efficient order selection in nonstationary AR processes (Q5936978) (← links)
- On consistency for time series model selection (Q6166021) (← links)
- Efficient and consistent model selection procedures for time series (Q6635709) (← links)
