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On time series model selection involving many candidate ARMA models

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  • Qian, Guoqi
  • Zhao, Xindong

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  • Qian, Guoqi & Zhao, Xindong, 2007. "On time series model selection involving many candidate ARMA models," Computational Statistics & Data Analysis, Elsevier, vol. 51(12), pages 6180-6196, August.
    • Handle: RePEc:eee:csdana:v:51:y:2007:i:12:p:6180-6196
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    References listed on IDEAS

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    1. S. P. Brooks & N. Friel & R. King, 2003. "Classical model selection via simulated annealing," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 65(2), pages 503-520, May.
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    Cited by:

    1. Yu Fei & Rongli Li & Zhouhong Li & Guoqi Qian, 2024. "Clustering Longitudinal Data for Growth Curve Modelling by Gibbs Sampler and Information Criterion," Journal of Classification, Springer;The Classification Society, vol. 41(2), pages 371-401, July.

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