Pages that link to "Item:Q1084820"
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The following pages link to On a criterion for the selection of models for stationary time series (Q1084820):
Displaying 18 items.
- Model selection in the presence of nonstationarity (Q528002) (← links)
- A two-stage information criterion for stochastic systems revisited (Q665218) (← links)
- On model selection from a finite family of possibly misspecified time series models (Q666592) (← links)
- The Hyvärinen scoring rule in Gaussian linear time series models (Q830689) (← links)
- Selecting models with different spectral density matrix structures by the cross-validated log likelihood criterion (Q850743) (← links)
- Statistical analysis of dyadic stationary processes (Q916290) (← links)
- Model comparison and selection for stationary space-time models (Q1020121) (← links)
- A Bayes procedure for the identification of univariate time series models (Q1082767) (← links)
- Selected papers of Hirotugu Akaike (Q1271115) (← links)
- Modified information criteria and selection of long memory time series models (Q1623513) (← links)
- Strongly consistent model selection for general causal time series (Q2657997) (← links)
- A unification of forecasting and model identification (Q2772263) (← links)
- Forecasting of stationary time series based on the small-parameter Bloomfield model (Q2837481) (← links)
- THE CRITERION AUTOREGRESSIVE TRANSFER FUNCTION OF PARZEN (Q3730886) (← links)
- ON THE UNBIASEDNESS PROPERTY OF AIC FOR EXACT OR APPROXIMATING LINEAR STOCHASTIC TIME SERIES MODELS (Q3738436) (← links)
- Automatic selection of a linear predictor through frequency domain cross-validation (Q3768228) (← links)
- Asymptotic properties of criteria for the choice of models of regression of one random process on another (Q3990831) (← links)
- Model selection for infinite variance time series (Q4843863) (← links)
