![](/images/graphics-bg.png)
Bootstrap Order Determination for ARMA Models: A Comparison between Different Model Selection Criteria
Author
Source
Journal of Probability and Statistics
Issue
Vol. 2017, Issue 2017 (31 Dec. 2017), pp.1-12, 12 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2017-04-16
Country of Publication
Egypt
No. of Pages
12
Main Subjects
Abstract EN
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.
American Psychological Association (APA)
Fenga, Livio. 2017. Bootstrap Order Determination for ARMA Models: A Comparison between Different Model Selection Criteria. Journal of Probability and Statistics،Vol. 2017, no. 2017, pp.1-12.
https://search.emarefa.net/detail/BIM-1186246
Modern Language Association (MLA)
Fenga, Livio. Bootstrap Order Determination for ARMA Models: A Comparison between Different Model Selection Criteria. Journal of Probability and Statistics No. 2017 (2017), pp.1-12.
https://search.emarefa.net/detail/BIM-1186246
American Medical Association (AMA)
Fenga, Livio. Bootstrap Order Determination for ARMA Models: A Comparison between Different Model Selection Criteria. Journal of Probability and Statistics. 2017. Vol. 2017, no. 2017, pp.1-12.
https://search.emarefa.net/detail/BIM-1186246
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-1186246