Pages that link to "Item:Q3341715"
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The following pages link to ON THE SELECTION OF SUBSET AUTOREGRESSIVE TIME SERIES MODELS (Q3341715):
Displaying 17 items.
- Generalized information criterion for the AR model (Q508120) (← links)
- On model selection from a finite family of possibly misspecified time series models (Q666592) (← links)
- Subset regression time series and its modeling procedures (Q1263208) (← links)
- Selecting optimal multistep predictors for autoregressive processes of unknown order. (Q1879949) (← links)
- Towards long-term prediction (Q1961655) (← links)
- Embedding as a modeling problem (Q1964244) (← links)
- Specific-to-general predictor selection in approximate autoregressions -- Monte Carlo evidence and a large scale performance assessment with real data (Q2006892) (← links)
- An efficient optimization approach for best subset selection in linear regression, with application to model selection and fitting in autoregressive time-series (Q2282827) (← links)
- A robust algorithm in sequentially selecting subset time series system using neural networks (Q2744941) (← links)
- Partial autocorrelation parameterization for subset autoregression (Q3440751) (← links)
- SOME DOUBLY STOCHASTIC TIME SERIES MODELS (Q3716152) (← links)
- An approach to direct selection of best subset ar model (Q4347022) (← links)
- Bayesian Subset Model Selection for Time Series (Q4677036) (← links)
- NEAREST‐NEIGHBOUR METHODS FOR TIME SERIES ANALYSIS (Q4723096) (← links)
- On a method of identification of best subset model from full ar-model (Q4883465) (← links)
- Subsampling and model selection in time series analysis (Q4935360) (← links)
- Selecting sub-set autoregressions from outlier contaminated data. (Q5940999) (← links)
