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 |
Page generated in 0.0021 seconds