Browsing by Subject "AIC"

Now showing items 1-8 of 8

    • Article  

      Asymptotically optimal AR spectral estimate for multistep prediction 

      Karagrigoriou, Alex; Vonta, Filia (2000)
      This paper discusses the concept of asymptotic optimality from the frequency domain point of view making use of the direct method for multiple prediction. In particular, it is shown that with the use of a new autoregressive ...
    • Article  

      Bootstrap order selection for SETAR models 

      Fenga, L.; Politis, Dimitris Nicolas (2015)
      In this paper, we investigate the selecting performances of a bootstrapped version of the Akaike information criterion for nonlinear self-exciting threshold autoregressive-type data generating processes. Empirical results ...
    • Article  

      Bootstrap-based ARMA order selection 

      Fenga, L.; Politis, Dimitris Nicolas (2011)
      Modelling the underlying stochastic process is one of the main goals in the study of many dynamic phenomena, such as signal processing, system identification and time series. The issue is often addressed within the framework ...
    • Article  

      Density ratio model selection 

      Fokianos, Konstantinos (2007)
      The density ratio model presumes that the log-likelihood ratio of two unknown densities is of some known parametric linear form. However, the choice of the functional form has an impact on both estimation and testing. The ...
    • Article  

      LASSO order selection for sparse autoregression: a bootstrap approach 

      Fenga, L.; Politis, Dimitris Nicolas (2017)
      Autoregressive models are widely employed for predictions and other inferences in many scientific fields. While the determination of their order is in general a difficult and critical step, this task becomes more complicated ...
    • Article  

      On efficient AR spectral estimation for long-range predictions 

      Karagrigoriou, Alex; Vonta, Filia (2005)
      This article discusses the concept of asymptotic efficiency from the frequency domain point of view making use of the direct method for multiple prediction. In particular, it is shown that with the use of a new autoregressive ...
    • Article  

      Statistical modelling and prognostic analysis in primary breast carcinoma 

      Vonta, Filia; Karagrigoriou, Alex; Adamou, Adamos K.; Zouvani, Ioanna; Kyriacou, Kyriacos C. (2000)
      This work reports, for the first time, the results of the first retrospective study on breast cancer in Cyprus. The study which is based on 197 women with primary breast cancer who have undergone modified radical mastectomy ...
    • Article  

      Variable selection strategies in survival models with multiple imputations 

      Vonta, Filia; Karagrigoriou, Alex (2007)
      In this paper, the variable selection strategies (criteria) are thoroughly discussed and their use in various survival models is investigated. The asymptotic efficiency property, in the sense of Shibata Ann Stat 8: 147-164, ...