Pages that link to "Item:Q4935360"
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The following pages link to Subsampling and model selection in time series analysis (Q4935360):
Displaying 11 items.
- A fast subsampling method for nonlinear dynamic models (Q275251) (← links)
- \(K\)-sample subsampling in general spaces: the case of independent time series (Q1049536) (← links)
- On optimal spatial subsample size for variance estimation (Q1766124) (← links)
- AIC, overfitting principles, and the boundedness of moments of inverse matrices for vector autotregressions and related models. (Q1861397) (← links)
- Some properties of weakly approaching sequences of distributions (Q2576378) (← links)
- Subsampling Variance Estimation for Non‐stationary Spatial Lattice Data (Q3608251) (← links)
- Regression and time series model selection in small samples (Q3823031) (← links)
- (Q4305840) (← links)
- Bayesian Subset Model Selection for Time Series (Q4677036) (← links)
- Multiplier subsample bootstrap for statistics of time series (Q6592796) (← links)
- Using Triples to Assess Symmetry Under Weak Dependence (Q6620974) (← links)