Pages that link to "Item:Q1824971"
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The following pages link to Model selection under nonstationarity: Autoregressive models and stochastic linear regression models (Q1824971):
Displaying 33 items.
- Predictive, finite-sample model choice for time series under stationarity and non-stationarity (Q143634) (← links)
- Model selection in the presence of nonstationarity (Q528002) (← links)
- Order selection for heteroscedastic autoregression: a study on concentration (Q613183) (← links)
- Order selection in nonstationary autoregressive models (Q760136) (← links)
- Variable selection in generalized random coefficient autoregressive models (Q824522) (← links)
- Informational complexity criteria for regression models. (Q1274149) (← links)
- Model selection in partially nonstationary vector autoregressive processes with reduced rank structure (Q1298458) (← links)
- On the underfitting and overfitting sets of models chosen by order selection criteria. (Q1303860) (← links)
- Inferring the rank of a matrix (Q1362038) (← links)
- The GIC for model selection: A hypothesis testing approach (Q1579998) (← links)
- A GIC rule for assessing data transformation in regression (Q1770069) (← links)
- Nonasymptotic bounds for autoregressive time series modeling. (Q1848866) (← links)
- Consistent order selection with strongly dependent data and its application to efficient estimation. (Q1858970) (← links)
- Twenty-one ML estimators for model selection (Q1902566) (← links)
- Order selection for possibly infinite-order non-stationary time series (Q2324319) (← links)
- Selecting mixed-effects models based on a generalized information criterion (Q2489780) (← links)
- An alternative quasi likelihood approach, Bayesian analysis and data-based inference for model specification (Q2512604) (← links)
- The regression model and the nonlinear autoregressive process -- a survey (Q2748705) (← links)
- A modified information criterion for cointegration tests based on a VAR approximation (Q2886962) (← links)
- Consistency of a class of information criteria for model selection in non-linear regression (Q3135324) (← links)
- Semiparametric cointegrating rank selection (Q3406055) (← links)
- Consistent estimation and order selection for nonstationary autoregressive processes with stable innovations (Q3552846) (← links)
- REGRESSION, AUTOREGRESSION MODELS (Q3716147) (← links)
- Convergence rates of the generalized information criterion (Q4222479) (← links)
- On unified model selection for stationary and nonstationary short- and long-memory autoregressive processes (Q4236518) (← links)
- PREDICTION/ESTIMATION WITH SIMPLE LINEAR MODELS: IS IT REALLY THAT SIMPLE? (Q4562554) (← links)
- Selection of Regression and Autoregression Models with Initial Ordering of Variables (Q4904704) (← links)
- Lag Length Selection for Unit Root Tests in the Presence of Nonstationary Volatility (Q5080520) (← links)
- LASSO order selection for sparse autoregression: a bootstrap approach (Q5106966) (← links)
- Sequential model selection method for nonparametric autoregression (Q5215360) (← links)
- STRONG CONSISTENCY RESULTS FOR LEAST SQUARES ESTIMATORS IN GENERAL VECTOR AUTOREGRESSIONS WITH DETERMINISTIC TERMS (Q5697614) (← links)
- Consistent model and moment selection procedures for GMM estimation with application to dynamic panel data models (Q5931142) (← links)
- Asymptotically efficient order selection in nonstationary AR processes (Q5936978) (← links)
