The following pages link to (Q3702336):
Displaying 16 items.
- Least-squares forecast averaging (Q299227) (← links)
- Toward optimal multistep forecasts in non-stationary autoregressions (Q605867) (← links)
- Estimating the steady-state mean from short transient simulations (Q706919) (← links)
- Toward optimal model averaging in regression models with time series errors (Q888324) (← links)
- Will the PLS criterion for order estimation work with AML and a posteriori prediction error? (Q916627) (← links)
- Stock and bond return predictability: the discrimination power of model selection criteria (Q959244) (← links)
- AR order selection in the case when the model parameters are estimated by forgetting factor least-squares algorithms (Q1048842) (← links)
- On model selection via stochastic complexity in robust linear regression (Q1299010) (← links)
- On estimation and prediction for temporally correlated longitudinal data (Q1567513) (← links)
- Autoregressive-output-analysis methods revisited (Q1805485) (← links)
- Selecting optimal multistep predictors for autoregressive processes of unknown order. (Q1879949) (← links)
- Accumulated prediction errors, information criteria and optimal forecasting for autoregressive time series (Q2642748) (← links)
- Recursive order estimation of stochastic control systems (Q3033666) (← links)
- MULTISTEP PREDICTION IN AUTOREGRESSIVE PROCESSES (Q4561953) (← links)
- Forecasting time series of economic processes by model averaging across data frames of various lengths (Q5106992) (← links)
- Personalized online ensemble machine learning with applications for dynamic data streams (Q6617455) (← links)
