Bootstrap order determination for ARMA models: a comparison between different model selection criteria
dc.contributor.author | Fenga, L | |
dc.date.accessioned | 2022-05-17T15:52:43Z | |
dc.date.issued | 2017-04-16 | |
dc.date.updated | 2022-05-17T10:55:10Z | |
dc.description.abstract | The present paper deals with the order selection of models of the class for autoregressive moving average. A novel method—previously designed to enhance the selection capabilities of the Akaike Information Criterion and successfully tested—is now extended to the other three popular selectors commonly used by both theoretical statisticians and practitioners. They are the final prediction error, the Bayesian information criterion, and the Hannan-Quinn information criterion which are employed in conjunction with a semiparametric bootstrap scheme of the type sieve. | en_GB |
dc.format.extent | 1-12 | |
dc.identifier.citation | Vol. 2017, article 1235979 | en_GB |
dc.identifier.doi | https://doi.org/10.1155/2017/1235979 | |
dc.identifier.uri | http://hdl.handle.net/10871/129665 | |
dc.identifier | ORCID: 0000-0002-8185-2680 (Fenga, Livio) | |
dc.language.iso | en | en_GB |
dc.publisher | Hindawi | en_GB |
dc.rights | © 2017 Livio Fenga. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited. | en_GB |
dc.title | Bootstrap order determination for ARMA models: a comparison between different model selection criteria | en_GB |
dc.type | Article | en_GB |
dc.date.available | 2022-05-17T15:52:43Z | |
dc.identifier.issn | 1687-952X | |
dc.description | This is the final version. Available from Hindawi via the DOI in this record. | en_GB |
dc.identifier.eissn | 1687-9538 | |
dc.identifier.journal | Journal of Probability and Statistics | en_GB |
dc.relation.ispartof | Journal of Probability and Statistics, 2017 | |
dc.rights.uri | https://creativecommons.org/licenses/by/4.0/ | en_GB |
dcterms.dateAccepted | 2017-03-19 | |
rioxxterms.version | VoR | en_GB |
rioxxterms.licenseref.startdate | 2017-04-16 | |
rioxxterms.type | Journal Article/Review | en_GB |
refterms.dateFCD | 2022-05-17T15:50:09Z | |
refterms.versionFCD | VoR | |
refterms.dateFOA | 2022-05-17T15:52:52Z | |
refterms.panel | C | en_GB |
refterms.dateFirstOnline | 2017-04-16 |
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Except where otherwise noted, this item's licence is described as © 2017 Livio Fenga. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.