Pages that link to "Item:Q3476167"
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The following pages link to CROSS-VALIDATORY CHOICE OF A SPECTRUM ESTIMATE AND ITS CONNECTIONS WITH AIC (Q3476167):
Displaying 10 items.
- Using \(M\)-type smoothing splines to estimate the spectral density of a stationary time series (Q449934) (← links)
- Selecting models with different spectral density matrix structures by the cross-validated log likelihood criterion (Q850743) (← links)
- Estimation of spectral density of a stationary time series via an asymptotic of the periodogram (Q1298961) (← links)
- Sum of the sample autocorrelation function (Q3077691) (← links)
- Cosine-based variable bandwidth selection for nonparametric spectral density estimation under long-range dependence (Q3390616) (← links)
- Adaptive bandwidth choice (Q4470129) (← links)
- Optimal window width choice in spectral density estimation (Q4514543) (← links)
- DATA-DRIVEN NONPARAMETRIC SPECTRAL DENSITY ESTIMATORS FOR ECONOMIC TIME SERIES: A MONTE CARLO STUDY (Q4817434) (← links)
- The connection between cross-validation and Akaike information criterion in a semiparametric family (Q5299889) (← links)
- Performance of the Kenward–Roger Method when the Covariance Structure is Selected Using AIC and BIC (Q5460712) (← links)
