Consistent model selection criteria and goodness-of-fit test for common time series models-Reference-Cited by-同舟云学术

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

Published:2020-01-01 Issue:1 Volume:14 Page:
ISSN:1935-7524
Container-title:Electronic Journal of Statistics
language:
Short-container-title:Electron. J. Statist.

Author:

Bardet Jean-Marc,Kamila Kare,Kengne William

Publisher

Institute of Mathematical Statistics

Subject

Statistics and Probability,Statistics, Probability and Uncertainty

Link

https://projecteuclid.org/download/pdfview_1/euclid.ejs/1588039328

Cited by 13 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Deep learning for ψ-weakly dependent processes;Journal of Statistical Planning and Inference;2024-09

2. A residual bootstrap for conditional Value-at-Risk;Journal of Econometrics;2024-01

3. Efficient and consistent model selection procedures for time series;Bernoulli;2023-11-01

4. Weakly Consistent Offline Clustering of ARMA Processes;Journal of Contemporary Mathematical Analysis (Armenian Academy of Sciences);2023-06-28

5. Laplace’s method and BIC model selection for least absolute value criterion;Statistics & Probability Letters;2023-04

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