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Journal of Statistical Computation and Simulation Volume 81, 2011 - Issue 7
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Original Articles

Bootstrap-based ARMA order selection

Livio Fenga Department of Applied Physics and Mathematics, University of California, San Diego, CA, 92093, USACorrespondence[email protected]
&
Dimitris N. Politis Department of Applied Physics and Mathematics, University of California, San Diego, CA, 92093, USA
Pages 799-814 | Received 13 Jun 2009, Accepted 12 Nov 2009, Published online: 17 Mar 2011

Citations (10)

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Read on this site (2)

Livio Fenga & Dimitris N. Politis. (2017) LASSO order selection for sparse autoregression: a bootstrap approach. Journal of Statistical Computation and Simulation 87:14, pages 2668-2688.
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Livio Fenga & Dimitris N. Politis. (2015) Bootstrap order selection for SETAR models. Journal of Statistical Computation and Simulation 85:2, pages 235-250.
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Articles from other publishers (8)

Charisios Grivas. (2023) An Automatic Portmanteau Test For Nonlinear Dependence. Econometrics and Statistics.
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Francesca Di Iorio & Stefano Fachin. (2021) Evaluating restricted common factor models for non-stationary data. Econometrics and Statistics 17, pages 64-75.
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Olgierd Hryniewicz, Katarzyna Kaczmarek-Majer & Karol R. Opara. (2019) Control charts based on fuzzy costs for monitoring short autocorrelated time series. International Journal of Approximate Reasoning 114, pages 166-181.
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João Henrique Gonçalves Mazzeu, Esther Ruiz & Helena Veiga. (2018) UNCERTAINTY AND DENSITY FORECASTS OF ARMA MODELS: COMPARISON OF ASYMPTOTIC, BAYESIAN, AND BOOTSTRAP PROCEDURES. Journal of Economic Surveys 32:2, pages 388-419.
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Katarzyna Kaczmarek-Majer & Olgierd Hryniewicz. 2018. Advances in Fuzzy Logic and Technology 2017. Advances in Fuzzy Logic and Technology 2017 314 327 .
Livio Fenga. (2017) Bootstrap Order Determination for ARMA Models: A Comparison between Different Model Selection Criteria. Journal of Probability and Statistics 2017, pages 1-12.
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Li Pan & Dimitris N. Politis. (2016) Rejoinder—Bootstrap prediction intervals for linear, nonlinear and nonparametric autoregressions. Journal of Statistical Planning and Inference 177, pages 45-49.
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Za'er Abo-Hammour, Othman Alsmadi, Shaher Momani & Omar Abu Arqub. (2013) A Genetic Algorithm Approach for Prediction of Linear Dynamical Systems. Mathematical Problems in Engineering 2013, pages 1-12.
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