Feature matching in time series modeling

• Main Authors: Xia, Y., Tong, H.
• Other Authors: STATISTICS & APPLIED PROBABILITY
• Format: Article
• Published: 2014
• Subjects: ACF; Bayesian statistics; Black-box models; Blowflies; Box's dictum; Calibration; Catch-all approach; Data mining; Ecological populations; Epidemiology; Feature consistency; Feature matching; Least squares estimation; Maximum likelihood; Measles; Measurement errors; Misspecified models; Model averaging; Multi-step-ahead prediction; Nonlinear time series; Observation errors; Optimal parameter; Periodicity; Population models; Sea levels; Short time series; SIR epidemiological model; Skeleton; Substantive models; Sunspots; Threshold autoregressive models,Whittle's likelihood; XT-likelihood
• Online Access: http://scholarbank.nus.edu.sg/handle/10635/105150
• Institution: National University of Singapore

10.1214/10-STS345