Browsing Τμήμα Μαθηματικών και Στατιστικής / Department of Mathematics and Statistics by Author "Fenga, L."
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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 ...
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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 ...
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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 ...