Adaptive order selection for autoregressive models

Keyphrases

• Akaike Information Criterion 100%
• Order Selection 100%
• Adaptive Order 100%
• Order Parameter 100%
• Autoregressive Model 100%
• Bayesian Information Criterion 100%
• Popular 33%
• Selection Criteria 33%
• China 33%
• Perturbation Method 33%
• Data Perturbation 33%
• Mean Squared Prediction Error 33%
• Numerical Experiments 33%
• Overfitting 33%
• Potential Problems 33%
• Time-varying Data 33%
• Final Order 33%
• Unbiased Estimator 33%
• Future Value 33%
• Generalized Degrees of Freedom 33%
• Retail Price Index 33%

Mathematics

• Akaike Information Criterion 100%
• Autoregressive Model 100%
• Bayesian Information Criterion 100%
• Squared Prediction Error 33%
• Real Data 33%
• Dependent Data 33%
• Numerical Experiment 33%
• Superiority 33%
• Unbiased Estimator 33%
• Price Index 33%
• Degree of Freedom 33%