Subsampling and model selection in time series analysis

Biometrika

Volumn 86, Issue 3, 1999, Pages 591-604

  Fukuchi, Jun Ichiro ^a  

^a HIROSHIMA UNIVERSITY   (Japan)

Author keywords

Autoregressive model; Mean squared error of prediction; Model selection; Subsampling; Threshold autoregressive model

Indexed keywords

EID: 0011904676     PISSN: 00063444     EISSN: None     Source Type: Journal    
DOI: 10.1093/biomet/86.3.591     Document Type: Article

References (27)

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