Pages that link to "Item:Q666592"
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The following pages link to On model selection from a finite family of possibly misspecified time series models (Q666592):
Displaying 15 items.
- A generalized information criterion for high-dimensional PCA rank selection (Q2165846) (← links)
- Consistent model selection criteria and goodness-of-fit test for common time series models (Q2180087) (← links)
- Variable selection for high-dimensional regression models with time series and heteroscedastic errors (Q2305978) (← links)
- Strongly consistent model selection for general causal time series (Q2657997) (← links)
- An empirical study on the parsimony and descriptive power of TARMA models (Q2664997) (← links)
- Finite Sample Performances of the Model Selection Approach in Nonparametric Model Specification for Time Series (Q3396340) (← links)
- How hard is it to pick the right model? MCS and backtest overfitting (Q4586464) (← links)
- Nonsparse Learning with Latent Variables (Q4994162) (← links)
- Negative Moment Bounds for Stochastic Regression Models with Deterministic Trends and Their Applications to Prediction Problems (Q5072146) (← links)
- On asymptotic risk of selecting models for possibly nonstationary time-series (Q5861039) (← links)
- Revisiting the Canadian Lynx Time Series Analysis Through TARMA Models (Q6100941) (← links)
- On consistency for time series model selection (Q6166021) (← links)
- Positive-definite thresholding estimators of covariance matrices with zeros (Q6168115) (← links)
- Estimation and variable selection for high-dimensional spatial dynamic panel data models (Q6193062) (← links)
- Efficient and consistent model selection procedures for time series (Q6635709) (← links)
