Found 19 Documents (Results 1–19)
Negative moment bounds for stochastic regression models with deterministic trends and their applications to prediction problems. (English) Zbl 1524.62421
Variable selection for high-dimensional regression models with time series and heteroscedastic errors. (English) Zbl 1456.62140
On model selection from a finite family of possibly misspecified time series models. (English) Zbl 1418.62333
Toward optimal model averaging in regression models with time series errors. (English) Zbl 1337.62250
Inverse moment bounds for sample autocovariance matrices based on detrended time series and their applications. (English) Zbl 1312.15050
Asymptotic theory of generalized information criterion for geostatistical regression model selection. (English) Zbl 1302.62203
Moment bounds and mean squared prediction errors of long-memory time series. (English) Zbl 1292.62099
Uniform moment bounds of Fisher’s information with applications to time series. (English) Zbl 1220.62088
Accumulated prediction errors, information criteria and optimal forecasting for autoregressive time series. (English) Zbl 1118.62097
Order selection for same-realization predictions in autoregressive processes. (English) Zbl 1086.62105
Selecting optimal multistep predictors for autoregressive processes of unknown order. (English) Zbl 1048.62088
Filter Results by …
all
top 5
Author
- Ing, Ching-Kang (19)
- Yu, Shuhui (6)
- Chan, Ngai Hang (3)
- Cheng, Tzu-Chang F. (2)
- Chiou, Hai-Tang (2)
- Guo, Meihui (2)
- Sin, Chor-Yiu (2)
- Wei, Ching-Zong (2)
- Chang, Chih-Hao (1)
- Chen, Kun (1)
- Chi, Chien-Ming (1)
- Hsu, Hsiang-Ling (1)
- Huang, Hsin-Cheng (1)
- Huang, Hsueh-Han (1)
- Huang, Shih-Feng (1)
- Lin, Jin-Lung (1)
- Tong, Howell (1)
- Yang, Chiao-Yi (1)
all
top 5
Serial
- Ann. Stat. (8)
- J. Econom. (2)
- J. Multivariate Anal. (2)
- Bernoulli (2)
- Econom. Theory (2)
- J. Am. Stat. Assoc. (1)
- Linear Algebra Appl. (1)
- Stat. Sin. (1)