Pages that link to "Item:Q2368859"
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The following pages link to Order selection for same-realization predictions in autoregressive processes (Q2368859):
Displaying 50 items.
- Least-squares forecast averaging (Q299227) (← links)
- Simultaneous confidence bands for sequential autoregressive fitting (Q392061) (← links)
- Simultaneous confidence bands for Yule-Walker estimators and order selection (Q450047) (← links)
- Asymptotic theory of generalized information criterion for geostatistical regression model selection (Q482898) (← links)
- Forecasting with factor-augmented regression: a frequentist model averaging approach (Q494163) (← links)
- Autoregressive process modeling via the Lasso procedure (Q631620) (← links)
- Uniform moment bounds of Fisher's information with applications to time series (Q638801) (← links)
- Parametric or nonparametric? A parametricness index for model selection (Q651025) (← links)
- On model selection from a finite family of possibly misspecified time series models (Q666592) (← links)
- Averaging estimators for autoregressions with a near unit root (Q736566) (← links)
- Model selection for integrated autoregressive processes of infinite order (Q765828) (← links)
- Toward optimal model averaging in regression models with time series errors (Q888324) (← links)
- Finite sample FPE and AIC criteria for autoregressive model order selection using same-realization predictions (Q983765) (← links)
- Model averaging based on leave-subject-out cross-validation for vector autoregressions (Q1740272) (← links)
- On same-realization prediction in an infinite-order autoregressive process. (Q1810711) (← links)
- Selecting optimal multistep predictors for autoregressive processes of unknown order. (Q1879949) (← links)
- Evaluating panel data forecasts under independent realization (Q2018600) (← links)
- Model averaging prediction for time series models with a diverging number of parameters (Q2024480) (← links)
- Reconciling the Gaussian and Whittle likelihood with an application to estimation in the frequency domain (Q2054529) (← links)
- Model averaging multistep prediction in an infinite order autoregressive process (Q2109293) (← links)
- Inference and model selection in general causal time series with exogenous covariates (Q2136604) (← links)
- Consistent order selection for ARFIMA processes (Q2148974) (← links)
- Consistent model selection criteria and goodness-of-fit test for common time series models (Q2180087) (← links)
- Model specification and selection for multivariate time series (Q2293377) (← links)
- Order selection for possibly infinite-order non-stationary time series (Q2324319) (← links)
- Inverse moment bounds for sample autocovariance matrices based on detrended time series and their applications (Q2341886) (← links)
- A Darling-Erdős type result for stationary ellipsoids (Q2444629) (← links)
- Accumulated prediction errors, information criteria and optimal forecasting for autoregressive time series (Q2642748) (← links)
- Bootstrap-based ARMA order selection (Q3087814) (← links)
- Banded Regularization of Autocovariance Matrices in Application to Parameter Estimation and Forecasting of Time Series (Q3107199) (← links)
- PREDICTION ERRORS IN NONSTATIONARY AUTOREGRESSIONS OF INFINITE ORDER (Q3577701) (← links)
- PREDICTION‐FOCUSED MODEL SELECTION FOR AUTOREGRESSIVE MODELS (Q3614900) (← links)
- ASYMPTOTICALLY EFFICIENT MODEL SELECTION FOR PANEL DATA FORECASTING (Q4967795) (← links)
- Spectral methods for small sample time series: A complete periodogram approach (Q5012855) (← links)
- (Q5041335) (← links)
- Negative Moment Bounds for Stochastic Regression Models with Deterministic Trends and Their Applications to Prediction Problems (Q5072146) (← links)
- Forecasting time series of economic processes by model averaging across data frames of various lengths (Q5106992) (← links)
- Adaptive order selection for autoregressive models (Q5219452) (← links)
- Simultaneous sparse model selection and coefficient estimation for heavy-tailed autoregressive processes (Q5263975) (← links)
- MULTISTEP PREDICTION OF PANEL VECTOR AUTOREGRESSIVE PROCESSES (Q5403108) (← links)
- OPTIMAL MULTISTEP VAR FORECAST AVERAGING (Q5859564) (← links)
- Multistep forecast selection for panel data (Q5861003) (← links)
- On asymptotic risk of selecting models for possibly nonstationary time-series (Q5861039) (← links)
- Discussion of ``High-dimensional autocovariance matrices and optimal linear prediction'' (Q5971054) (← links)
- On consistency for time series model selection (Q6166021) (← links)
- Data-driven model selection for same-realization predictions in autoregressive processes (Q6173728) (← links)
- Robust inference in AR-G/GARCH models under model uncertainty (Q6546439) (← links)
- Information criteria for model selection (Q6602021) (← links)
- Consistency of averaged impulse response estimators in vector autoregressive models (Q6604024) (← links)
- Efficient and consistent model selection procedures for time series (Q6635709) (← links)
