Pages that link to "Item:Q4319914"
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The following pages link to A cross-validatory method for dependent data (Q4319914):
Displaying 29 items.
- A note on the validity of cross-validation for evaluating autoregressive time series prediction (Q138202) (← links)
- Understanding predictive information criteria for Bayesian models (Q260993) (← links)
- Greedy algorithms for prediction (Q265302) (← links)
- Nonparametric long term prediction of stock returns with generated bond yields (Q343974) (← links)
- Tuning parameter selection for the adaptive LASSO in the autoregressive model (Q526980) (← links)
- Order selection in nonlinear time series models with application to the study of cell memory (Q714378) (← links)
- Forecasting benchmarks of long-term stock returns via machine learning (Q829145) (← links)
- Nonparametric prediction of stock returns based on yearly data: the long-term view (Q896758) (← links)
- Nonparametric density estimation for positive time series (Q962247) (← links)
- A survey of cross-validation procedures for model selection (Q975579) (← links)
- Consistent cross-validatory model-selection for dependent data: hv-block cross-validation (Q1588303) (← links)
- Penalized indirect inference (Q1754510) (← links)
- A survey of Bayesian predictive methods for model assessment, selection and comparison (Q1951655) (← links)
- Asset allocation under predictability and parameter uncertainty using Lasso (Q2221462) (← links)
- Determining individual or time effects in panel data models (Q2295800) (← links)
- Pre-averaged kernel estimators for the drift function of a diffusion process in the presence of microstructure noise (Q2412765) (← links)
- A stabilized POD model for turbulent flows over a range of Reynolds numbers: optimal parameter sampling and constrained projection (Q2425266) (← links)
- Flexible HAR model for realized volatility (Q2697034) (← links)
- Generalised correlated cross-validation (Q2892926) (← links)
- DATA-DEPENDENT ESTIMATION OF PREDICTION FUNCTIONS (Q4012946) (← links)
- COHERENT FORECASTING OF MORTALITY RATES: A SPARSE VECTOR-AUTOREGRESSION APPROACH (Q4563804) (← links)
- A two-step estimation of diffusion processes using noisy observations (Q4634446) (← links)
- Multiple predicting<i>K</i>-fold cross-validation for model selection (Q4634448) (← links)
- ESTIMATION FOR THE PREDICTION OF POINT PROCESSES WITH MANY COVARIATES (Q4643224) (← links)
- Bayesian Model Assessment and Comparison Using Cross-Validation Predictive Densities (Q4781928) (← links)
- Binned modified cross–validation with dependent errors (Q4843852) (← links)
- Cross-Validation for Correlated Data (Q5885099) (← links)
- Asymptotics of K-fold cross validation (Q6535409) (← links)
- The Temporal Overfitting Problem with Applications in Wind Power Curve Modeling (Q6631112) (← links)
