Pages that link to "Item:Q824522"
From MaRDI portal
The following pages link to Variable selection in generalized random coefficient autoregressive models (Q824522):
Displaying 9 items.
- Generalized information criterion for the AR model (Q508120) (← links)
- Specific-to-general predictor selection in approximate autoregressions -- Monte Carlo evidence and a large scale performance assessment with real data (Q2006892) (← links)
- Asymptotics for the conditional self-weighted M-estimator of GRCA(1) models with possibly heavy-tailed errors (Q2065285) (← links)
- Automated variable selection in vector multiplicative error models (Q2445703) (← links)
- Empirical likelihood based variable selection (Q2655057) (← links)
- Random autoregressive models: A structured overview (Q5065206) (← links)
- Variable selection for first‐order Poisson integer‐valued autoregressive model with covariables (Q6080821) (← links)
- Geometric ergodicity and conditional self‐weighted M‐estimator of a GRCAR(p) model with heavy‐tailed errors (Q6135355) (← links)
- Asymptotics for the conditional self-weighted \(M\) estimator of GRCA\((p)\) models and its statistical inference (Q6549269) (← links)
