Mathematical Research Data Initiative
Main page
Recent changes
Random page
SPARQL
MaRDI@GitHub
Special pages
In other projects
MaRDI portal item
Discussion
View source
View history
Purge
English
Log in

scientific article; zbMATH DE number 2020787

From MaRDI portal
Publication:4441121
Jump to:navigation, search

zbMATH Open1029.62076MaRDI QIDQ4441121

Cenap Erdemir, Cem Kadilar

Publication date: 4 January 2004



Title of this publication is not available (Why is that?)


zbMATH Keywords

tablesseasonalityinformation criteriaVAR modelsautoregressive modelling


Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Statistical aspects of information-theoretic topics (62B10)




Recommendations

  • Title not available (Why is that?) πŸ‘ πŸ‘Ž
  • A dominance approach for comparing the performance of VaR forecasting models πŸ‘ πŸ‘Ž
  • Semiparametric selection of seasonal cointegrating ranks using information criteria πŸ‘ πŸ‘Ž
  • Selection of weak VARMA models by modified Akaike's information criteria πŸ‘ πŸ‘Ž
  • On the Evaluation of the Information Matrix for Multiplicative Seasonal Time-Series Models πŸ‘ πŸ‘Ž
  • Performance of Model Selection Criteria in Bayesian Threshold VAR (TVAR) Models πŸ‘ πŸ‘Ž
  • Deviance Information Criterion for Comparing VAR Models πŸ‘ πŸ‘Ž





This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4441121)

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:4441121&oldid=18491537"
Tools
What links here
Related changes
Printable version
Permanent link
Page information
This page was last edited on 7 February 2024, at 05:06.
Privacy policy
About MaRDI portal
Disclaimers
Imprint
Powered by MediaWiki