ARMA model selection with criterion such as AIC and BIC tends not to select a consistent ARMA model with high probability. Hence data splitting is not reliable. One technique was fairly reliable with large sample sizes, and a modification also worked.The DD plot for visualizing prediction regions can also be used to visualize three bootstrap confidence regions.
Identifer | oai:union.ndltd.org:siu.edu/oai:opensiuc.lib.siu.edu:dissertations-3171 |
Date | 01 August 2023 |
Creators | Welagedara, Welagedara Arachchilage Dhanushka Madumali |
Publisher | OpenSIUC |
Source Sets | Southern Illinois University Carbondale |
Detected Language | English |
Type | text |
Format | application/pdf |
Source | Dissertations |
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