On model selection from a finite family of possibly misspecified time series models

The Annals of Statistics ◽

10.1214/18-aos1706 ◽

2019 ◽

Vol 47 (2) ◽

pp. 1061-1087 ◽

Author(s):

Hsiang-Ling Hsu ◽

Ching-Kang Ing ◽

Howell Tong

Keyword(s):

Time Series ◽

Model Selection ◽

Finite Family ◽

Time Series Models

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MODEL SELECTION AND COMPARISON OF TIME SERIES MODELS.

International Journal of Advanced Research ◽

10.21474/ijar01/7317 ◽

2018 ◽

Vol 6 (6) ◽

pp. 1101-1108

Author(s):

P Mariyappan ◽

◽

P Arumugam ◽

Keyword(s):

Time Series ◽

Model Selection ◽

Time Series Models

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A Bayesian approach to model selection in stochastic coefficient regression models and structural time series models

Journal of Econometrics ◽

10.1016/0304-4076(95)01781-x ◽

1997 ◽

Vol 76 (1-2) ◽

pp. 39-52 ◽

Author(s):

Thomas S. Shively ◽

Robert Kohn

Keyword(s):

Time Series ◽

Model Selection ◽

Bayesian Approach ◽

Regression Models ◽

Time Series Models ◽

Structural Time Series ◽

Structural Time Series Models ◽

Stochastic Coefficient ◽

Structural Time

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Model Selection and Estimation of Long-Memory Time-Series Models

SSRN Electronic Journal ◽

10.2139/ssrn.1098181 ◽

2008 ◽

Author(s):

Katelijne A. E. Carbonez

Keyword(s):

Time Series ◽

Model Selection ◽

Long Memory ◽

Time Series Models ◽

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Consistent model selection criteria and goodness-of-fit test for common time series models

Electronic Journal of Statistics ◽

10.1214/20-ejs1709 ◽

2020 ◽

Vol 14 (1) ◽

pp. 2009-2052 ◽

Author(s):

Jean-Marc Bardet ◽

Kare Kamila ◽

William Kengne

Keyword(s):

Time Series ◽

Model Selection ◽

Selection Criteria ◽

Goodness Of Fit ◽

Time Series Models ◽

Goodness Of Fit Test ◽

Model Selection Criteria ◽

Common Time ◽

Consistent Model

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Improved model selection criteria for SETAR time series models

Journal of Statistical Planning and Inference ◽

10.1016/j.jspi.2006.10.014 ◽

2007 ◽

Vol 137 (9) ◽

pp. 2802-2814 ◽

Author(s):

Pedro Galeano ◽

Daniel Peña

Keyword(s):

Time Series ◽

Model Selection ◽

Selection Criteria ◽

Time Series Models ◽

Model Selection Criteria ◽

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Alive SMC2: Bayesian model selection for low-count time series models with intractable likelihoods

10.1111/biom.12449 ◽

2015 ◽

Vol 72 (2) ◽

pp. 344-353 ◽

Author(s):

Christopher C. Drovandi ◽

Roy A. McCutchan

Keyword(s):

Time Series ◽

Model Selection ◽

Bayesian Model ◽

Bayesian Model Selection ◽

Time Series Models ◽

Count Time Series ◽

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On the connection between model selection criteria and quadratic discrimination in ARMA time series models

Statistics & Probability Letters ◽

10.1016/j.spl.2006.12.010 ◽

2007 ◽

Vol 77 (9) ◽

pp. 896-900 ◽

Author(s):

Pedro Galeano ◽

Daniel Peña

Keyword(s):

Time Series ◽

Model Selection ◽

Selection Criteria ◽

Time Series Models ◽

Model Selection Criteria ◽

Quadratic Discrimination

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Nonlinear Time Series Models and Model Selection

Recent Advances in Estimating Nonlinear Models ◽

10.1007/978-1-4614-8060-0_6 ◽

2013 ◽

pp. 99-121 ◽

Author(s):

Yamin Ahmad ◽

Ming Chien Lo

Keyword(s):

Time Series ◽

Model Selection ◽

Nonlinear Time Series ◽

Time Series Models

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Consistency of minimum description length model selection for piecewise stationary time series models

Electronic Journal of Statistics ◽

10.1214/13-ejs769 ◽

2013 ◽

Vol 7 (0) ◽

pp. 381-411 ◽

Author(s):

Richard A. Davis ◽

Chun Yip Yau

Keyword(s):

Time Series ◽

Model Selection ◽

Minimum Description Length ◽

Stationary Time Series ◽

Time Series Models ◽

Stationary Time ◽

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Model Selection and Quality Estimation of Time Series Models for Artificial Technical Surface Generation

Technologies ◽

10.3390/technologies6010003 ◽

2017 ◽

Vol 6 (1) ◽

pp. 3 ◽

Author(s):

◽

◽

◽

Keyword(s):

Time Series ◽

Model Selection ◽

Surface Generation ◽

Time Series Models ◽

Quality Estimation ◽

Estimation Of Time

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