scientific article; zbMATH DE number 3591259
From MaRDI portal
Publication:4158359
zbMath0379.62077MaRDI QIDQ4158359
David Y. Downham, R. J. Bhansali
Publication date: 1977
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Related Items (31)
Robust model selection in regression via weighted likelihood methodology ⋮ A semiparametric model for compositional data analysis in presence of covariates on the simplex. ⋮ A note on some model selection criteria ⋮ Order selection for same-realization predictions in autoregressive processes ⋮ Selection of the number of regression variables; A minimax choice of generalized FPE ⋮ An automatic portmanteau test for serial correlation ⋮ Model selection and Akaike's information criterion (AIC): The general theory and its analytical extensions ⋮ Structure identification of nonlinear dynamic systems - A survey on input/output approaches ⋮ Asymptotically efficient autoregressive model selection for multistep prediction ⋮ On Efficient AR Spectral Estimation for Long-Range Predictions ⋮ Information criteria for selecting possibly misspecified parametric models ⋮ An analysis of global warming in the Alpine region based on nonlinear nonstationary time series models ⋮ LASSO order selection for sparse autoregression: a bootstrap approach ⋮ Akaike's information criterion and recent developments in information complexity ⋮ Generalized information criterion for the AR model ⋮ Information criterion as a multiple testing procedure ⋮ Some contributions to selection and estimation in the normal linear model ⋮ Asymptotically efficient order selection in nonstationary AR processes ⋮ Monitoring unit root and multiple structural changes: An information criterion approach ⋮ A survey of cross-validation procedures for model selection ⋮ A simulation study on classic and robust variable selection in linear regression ⋮ Multi-regime models for nonlinear nonstationary time series ⋮ Model specification and selection for multivariate time series ⋮ Model selection and prediction: Normal regression ⋮ Order selection in finite mixtures of linear regressions ⋮ Model selection in orthogonal regression ⋮ Time-varying multi-regime models fitting by genetic algorithms ⋮ The inverse partial correlation function of a time series and its applications ⋮ Autoregressive model selection for multistep prediction ⋮ Asymptotic mean efficiency of a selection of regression variables ⋮ Selecting the best linear transfer function model
This page was built for publication: