Predictor Selection for Positive Autoregressive Processes-Reference-Cited by-同舟云学术

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Predictor Selection for Positive Autoregressive Processes

Published:2014-01-02 Issue:505 Volume:109 Page:243-253
ISSN:0162-1459
Container-title:Journal of the American Statistical Association
language:en
Short-container-title:Journal of the American Statistical Association

Author:

Ing Ching-Kang,Yang Chiao-Yi

Publisher

Informa UK Limited

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Link

http://www.tandfonline.com/doi/pdf/10.1080/01621459.2013.836974

Reference28 articles.

1. Non-Gaussian Ornstein-Uhlenbeck-based models and some of their uses in financial economics

2. Asymptotic inference for unstable auto- regressive time series with drifts

3. Local Convergence of Martingales and the Law of Large Numbers

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2. Multistep Forecast Averaging with Stochastic and Deterministic Trends;Econometrics;2023-12-15

3. Linear Time Series Models with Non-Gaussian Innovations;Non-Gaussian Autoregressive-Type Time Series;2021

4. Negative Moment Bounds for Stochastic Regression Models with Deterministic Trends and Their Applications to Prediction Problems;Statistica Sinica;2020

5. Interval Estimation for a First-Order Positive Autoregressive Process;Journal of Time Series Analysis;2018-03-23

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