Model selection for time series with nonlinear trend

DOI10.1080/03610926.2021.1871628OpenAlexW3125501470MaRDI QIDQ5104523

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Publication date: 14 September 2022

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2021.1871628

zbMATH Keywords

consistencyAICBICadaptive Lassoasymptotic normalautoregressive and moving-average

Mathematics Subject Classification ID

Statistics (62-XX)

Uses Software

• astsa
• TSA

Cites Work

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• Prediction Interval for Autoregressive Time Series via Oracally Efficient Estimation of Multi‐Step‐Ahead Innovation Distribution Function
• Oracle model selection for correlated data via residuals
• Testing for seasonal means in time series data

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