Browsing by Author "Fenga, L."

Now showing items 1-3 of 3

    • 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  

      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 ...