Estimation of time -varying linear regression with unknown time -volatility via continuous generalization of the Akaike Information Criterion

被引:0
|
作者
Moscow Institute of Physics and Technology, Department of Intelligent Systems, Moscow, Russia [1 ]
不详 [2 ]
不详 [3 ]
机构
来源
World Acad. Sci. Eng. Technol. | 2009年 / 151-156期
关键词
D O I
暂无
中图分类号
学科分类号
摘要
引用
收藏
相关论文
共 50 条
  • [1] Identification of a time-varying mechanical system using the Akaike information criterion
    Ruzek, M.
    Chesne, S.
    Remond, D.
    MECHANICS & INDUSTRY, 2017, 18 (02)
  • [2] Time-varying regression model with unknown time-volatility for nonstationary signal analysis
    Markov, Michael
    Krasotkina, Olga
    Mottl, Vadim
    Muchnik, Ilya
    PROCEEDINGS OF THE EIGHTH IASTED INTERNATIONAL CONFERENCE ON SIGNAL AND IMAGE PROCESSING, 2006, : 497 - +
  • [3] THE ESTIMATION OF SMOOTH OPERATION TIME UNTIL FAILURE WITH THE APPLICATION OF THE AKAIKE INFORMATION CRITERION (AIC)
    Kornacki, Andrzej
    Sokolowska, Ewa
    EKSPLOATACJA I NIEZAWODNOSC-MAINTENANCE AND RELIABILITY, 2010, (01): : 69 - 76
  • [4] The estimation of smooth operation time until failure with the application of the akaike information criterion (AIC)
    Kornacki, Andrzej
    SokoLowska, Ewa
    Eksploatacja i Niezawodnosc, 2010, 45 (01) : 69 - 76
  • [5] Minimization of Akaike's information criterion in linear regression analysis via mixed integer nonlinear program
    Kimura, Keiji
    Waki, Hayato
    OPTIMIZATION METHODS & SOFTWARE, 2018, 33 (03): : 633 - 649
  • [6] Comparing time activity curves using the Akaike information criterion
    Kletting, Peter
    Kull, Thomas
    Reske, Sven N.
    Glatting, Gerhard
    PHYSICS IN MEDICINE AND BIOLOGY, 2009, 54 (21): : N501 - N507
  • [7] Linear time-varying regression with a DCC-GARCH model for volatility
    Kim, Jong-Min
    Jung, Hojin
    Qin, Li
    APPLIED ECONOMICS, 2016, 48 (17) : 1573 - 1582
  • [8] Estimation of linear positive systems with unknown time-varying delays
    Rami, Mustapha Ait
    Schoenlein, Michael
    Jordan, Jens
    EUROPEAN JOURNAL OF CONTROL, 2013, 19 (03) : 179 - 187
  • [9] The focussed information criterion for generalised linear regression models for time series
    Pandhare, S. C.
    Ramanathan, T. V.
    AUSTRALIAN & NEW ZEALAND JOURNAL OF STATISTICS, 2020, 62 (04) : 485 - 507
  • [10] Linear time-varying regression with Copula-DCC-GARCH models for volatility
    Kim, Jong-Min
    Jung, Hojin
    ECONOMICS LETTERS, 2016, 145 : 262 - 265