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

Pedro Galeano; Daniel Peña

doi:10.1016/j.spl.2006.12.010

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 ◽

Cited By ~ 3

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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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 ◽

Cited By ~ 1

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 ◽

Cited By ~ 4

Author(s):

Pedro Galeano ◽

Daniel Peña

Keyword(s):

Time Series ◽

Model Selection ◽

Selection Criteria ◽

Time Series Models ◽

Model Selection Criteria ◽

Improved Model

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Goodness of fit and model selection criteria for time series models

IOP Conference Series Materials Science and Engineering ◽

10.1088/1757-899x/263/4/042135 ◽

2017 ◽

Vol 263 ◽

pp. 042135

Author(s):

G Mokesh Rayalu ◽

J Ravisankar ◽

G Y Mythili

Keyword(s):

Time Series ◽

Model Selection ◽

Selection Criteria ◽

Goodness Of Fit ◽

Time Series Models ◽

Model Selection Criteria

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Model Selection Criteria for Model-Based Clustering of Categorical Time Series Data: A Monte Carlo Study

Studies in Classification, Data Analysis, and Knowledge Organization - Advances in Data Analysis ◽

10.1007/978-3-540-70981-7_3 ◽

2007 ◽

pp. 23-30 ◽

Cited By ~ 4

Author(s):

José G. Dias

Keyword(s):

Time Series ◽

Monte Carlo ◽

Model Selection ◽

Selection Criteria ◽

Time Series Data ◽

Monte Carlo Study ◽

Series Data ◽

Model Selection Criteria ◽

Model Based Clustering ◽

Categorical Time Series

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Empirical analysis of model selection criteria for genetic programming in modeling of time series system

2013 IEEE Conference on Computational Intelligence for Financial Engineering & Economics (CIFEr) ◽

10.1109/cifer.2013.6611702 ◽

2013 ◽

Cited By ~ 16

Author(s):

A. Garg ◽

S. Sriram ◽

K. Tai

Keyword(s):

Time Series ◽

Model Selection ◽

Genetic Programming ◽

Empirical Analysis ◽

Selection Criteria ◽

Series System ◽

Model Selection Criteria

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An investigation of model selection criteria for neural network time series forecasting

European Journal of Operational Research ◽

10.1016/s0377-2217(00)00171-5 ◽

2001 ◽

Vol 132 (3) ◽

pp. 666-680 ◽

Cited By ~ 129

Author(s):

Min Qi ◽

Guoqiang Peter Zhang

Keyword(s):

Neural Network ◽

Time Series ◽

Model Selection ◽

Selection Criteria ◽

Time Series Forecasting ◽

Model Selection Criteria ◽

Network Time

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Detecting nonlinearity in time series by model selection criteria

International Journal of Forecasting ◽

10.1016/j.ijforecast.2005.04.014 ◽

2005 ◽

Vol 21 (4) ◽

pp. 731-748 ◽

Cited By ~ 15

Author(s):

Daniel Peña ◽

Julio Rodriguez

Keyword(s):

Time Series ◽

Model Selection ◽

Selection Criteria ◽

Model Selection Criteria

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Model selection criteria for reduced rank multivariate time series: a simulation study

Journal of Statistical Computation and Simulation ◽

10.1080/00949655.2013.769539 ◽

2013 ◽

Vol 84 (9) ◽

pp. 1851-1883

Author(s):

Marcin Hławka ◽

Adam Zagdański

Keyword(s):

Time Series ◽

Model Selection ◽

Simulation Study ◽

Selection Criteria ◽

Multivariate Time Series ◽

Model Selection Criteria ◽

Reduced Rank

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The Comparison of Model Selection Criteria When Selecting Among Competing Hierarchical Linear Models

Journal of Modern Applied Statistical Methods ◽

10.22237/jmasm/1241136840 ◽

2009 ◽

Vol 8 (1) ◽

pp. 173-193 ◽

Cited By ~ 14

Author(s):

Tiffany A. Whittaker ◽

Carolyn F. Furlow

Keyword(s):

Model Selection ◽

Selection Criteria ◽

Linear Models ◽

Hierarchical Linear Models ◽

Model Selection Criteria

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The (in)stability of Bayesian model selection criteria in disease mapping

Spatial Statistics ◽

10.1016/j.spasta.2021.100502 ◽

2021 ◽

Vol 43 ◽

pp. 100502

Author(s):

M. Vranckx ◽

T. Neyens ◽

C. Faes

Keyword(s):

Model Selection ◽

Bayesian Model ◽

Selection Criteria ◽

Disease Mapping ◽

Bayesian Model Selection ◽

Model Selection Criteria

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