Browsing by Subject "Asymptotic efficiency"

Now showing items 1-4 of 4

    • Article  

      Asymptotic efficiency of the order selection of a nongaussian AR process 

      Karagrigoriou, Alex (1997)
      Motivated by Shibata's (1980) asymptotic efficiency results for the order selected for a zero mean Gaussian AR process this paper establishes the asymptotic efficiency of AIC-like model selection criteria for infinite order ...
    • Article  

      Asymptotically efficient order selection in nonstationary AR processes 

      Karagrigoriou, Alex (2000)
      In this paper we investigate the issue of asymptotic efficiency in nonstationary AR(∞) processes. Since the inverse of the autocovariance matrix of the underlying process cannot be evaluated due to the fact that the matrix ...
    • 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  

      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, ...