Chi, Chien-Ming; Ing, Ching-Kang; Yu, Shu-Hui Negative moment bounds for stochastic regression models with deterministic trends and their applications to prediction problems. (English) Zbl 1524.62421 Stat. Sin. 31, Spec. Iss., 2215-2237 (2021). MSC: 62M10 62M20 62F12 PDFBibTeX XMLCite \textit{C.-M. Chi} et al., Stat. Sin. 31, 2215--2237 (2021; Zbl 1524.62421) Full Text: DOI
Rissanen, Jorma; Roos, Teemu; Myllymäki, Petri Model selection by sequentially normalized least squares. (English) Zbl 1181.62144 J. Multivariate Anal. 101, No. 4, 839-849 (2010). MSC: 62M10 62J05 62L12 62B10 PDFBibTeX XMLCite \textit{J. Rissanen} et al., J. Multivariate Anal. 101, No. 4, 839--849 (2010; Zbl 1181.62144) Full Text: DOI
Giurcăneanu, Ciprian Doru; Razavi, Seyed Alireza AR order selection in the case when the model parameters are estimated by forgetting factor least-squares algorithms. (English) Zbl 1177.94087 Signal Process. 90, No. 2, 451-466 (2010). MSC: 94A13 62M10 93E10 PDFBibTeX XMLCite \textit{C. D. Giurcăneanu} and \textit{S. A. Razavi}, Signal Process. 90, No. 2, 451--466 (2010; Zbl 1177.94087) Full Text: DOI
Ing, Ching-Kang Accumulated prediction errors, information criteria and optimal forecasting for autoregressive time series. (English) Zbl 1118.62097 Ann. Stat. 35, No. 3, 1238-1277 (2007). MSC: 62M20 62F12 62M10 PDFBibTeX XMLCite \textit{C.-K. Ing}, Ann. Stat. 35, No. 3, 1238--1277 (2007; Zbl 1118.62097) Full Text: DOI arXiv
Chambaz, Antoine Testing the order of a model. (English) Zbl 1096.62016 Ann. Stat. 34, No. 3, 1166-1203 (2006). MSC: 62F05 60F10 62C99 60G57 62F12 46N30 PDFBibTeX XMLCite \textit{A. Chambaz}, Ann. Stat. 34, No. 3, 1166--1203 (2006; Zbl 1096.62016) Full Text: DOI arXiv
So, Beong Soo Maximized log-likelihood updating and model selection. (English) Zbl 1113.62302 Stat. Probab. Lett. 64, No. 3, 293-303 (2003). MSC: 62B10 PDFBibTeX XMLCite \textit{B. S. So}, Stat. Probab. Lett. 64, No. 3, 293--303 (2003; Zbl 1113.62302) Full Text: DOI
Salau, M. O. The effects of different choices of order for autoregressive approximation on the Gaussian likelihood estimates for ARMA models. (English) Zbl 1010.62082 Stat. Pap. 44, No. 1, 89-105 (2003). MSC: 62M10 65C05 62F12 PDFBibTeX XMLCite \textit{M. O. Salau}, Stat. Pap. 44, No. 1, 89--105 (2003; Zbl 1010.62082) Full Text: DOI
Yuan, Mingjian; Nelson, Barry L. Autoregressive-output-analysis methods revisited. (English) Zbl 0817.62075 Ann. Oper. Res. 53, 391-418 (1994). MSC: 62M10 62F25 62Q05 65C99 PDFBibTeX XMLCite \textit{M. Yuan} and \textit{B. L. Nelson}, Ann. Oper. Res. 53, 391--418 (1994; Zbl 0817.62075) Full Text: DOI
Gerencsér, László On Rissanen’s predictive stochastic complexity for stationary ARMA processes. (English) Zbl 0816.62072 J. Stat. Plann. Inference 41, No. 3, 303-325 (1994). MSC: 62M10 62B10 PDFBibTeX XMLCite \textit{L. Gerencsér}, J. Stat. Plann. Inference 41, No. 3, 303--325 (1994; Zbl 0816.62072) Full Text: DOI
Speed, T. P.; Yu, Bin Model selection and prediction: Normal regression. (English) Zbl 0774.62093 Ann. Inst. Stat. Math. 45, No. 1, 35-54 (1993). MSC: 62M20 62J99 62B10 62M10 PDFBibTeX XMLCite \textit{T. P. Speed} and \textit{B. Yu}, Ann. Inst. Stat. Math. 45, No. 1, 35--54 (1993; Zbl 0774.62093) Full Text: DOI
Hambaba, Mohamed L. Order selection statistical test for nonstationary AR models. (English) Zbl 0781.93101 Circuits Syst. Signal Process. 12, No. 3, 431-440 (1993). MSC: 93E24 PDFBibTeX XMLCite \textit{M. L. Hambaba}, Circuits Syst. Signal Process. 12, No. 3, 431--440 (1993; Zbl 0781.93101) Full Text: DOI
Hemerly, E. M.; Fragoso, M. D. Strongly consistent estimation of the order of stochastic control systems (CARMA model). (English) Zbl 0757.93085 J. Math. Anal. Appl. 166, No. 2, 404-427 (1992). MSC: 93E24 93E03 PDFBibTeX XMLCite \textit{E. M. Hemerly} and \textit{M. D. Fragoso}, J. Math. Anal. Appl. 166, No. 2, 404--427 (1992; Zbl 0757.93085) Full Text: DOI
Hemerly, E. M.; Davis, M. H. A. Recursive order estimation of stochastic control systems. (English) Zbl 0691.93051 Math. Syst. Theory 22, No. 4, 323-346 (1989). MSC: 93E10 PDFBibTeX XMLCite \textit{E. M. Hemerly} and \textit{M. H. A. Davis}, Math. Syst. Theory 22, No. 4, 323--346 (1989; Zbl 0691.93051) Full Text: DOI