{"doi":"10.1155/2017/1235979","title":"Bootstrap Order Determination for ARMA Models: A Comparison between Different Model Selection Criteria","abstract":"<jats:p>The present paper deals with the order selection of models of the class for autoregressive moving average. A novel method—previously designed to enhance the selection capabilities of the Akaike Information Criterion and successfully tested—is now extended to the other three popular selectors commonly used by both theoretical statisticians and practitioners. They are the final prediction error, the Bayesian information criterion, and the Hannan-Quinn information criterion which are employed in conjunction with a semiparametric bootstrap scheme of the type sieve.</jats:p>","journal":"Journal of Probability and Statistics","year":2017,"id":45063,"datarank":0.42661525221400887,"base_score":1.6094379124341003,"endowment":1.6094379124341003,"self_citation_contribution":0.24141568686511508,"citation_network_contribution":0.1851995653488938,"self_endowment_contribution":0.24141568686511508,"citer_contribution":0.1851995653488938,"corpus_percentile":null,"corpus_rank":null,"citation_count":4,"citer_count":4,"citers_with_citation_signal":3,"citers_with_endowment":3,"datacite_reuse_total":0,"is_dataset":false,"is_dataset_confidence":null,"is_data_producer":false,"deposit_databanks":null,"is_oa":false,"file_count":0,"downloads":0,"has_version_chain":false,"published_date":null,"fair_score":null,"fair_percentile":null,"algorithm_id":"datarank_citation_only_1hop_v6","ranking_scope":"data_only","authors":[{"id":211098,"name":"Livio Fenga","orcid":"0000-0002-8185-2680","position":0,"is_corresponding":false}],"reference_count":0,"raw_metadata":{"has_enrichment":true,"base_score":1.6094379124341003,"endowment":1.6094379124341003,"datacite_reuse_total":0,"file_count":0,"downloads":0,"views":0,"has_version_chain":false,"is_dataset":false,"is_oa":false,"pmid":"21071399","pmcid":null,"openalex_id":"https://openalex.org/W2607006239","authors":[],"funders":[],"total_grants":0,"fwci":0.4789,"citation_percentile":0.67456231,"influential_citations":0,"citation_trend":[{"year":2019,"count":1},{"year":2020,"count":1},{"year":2021,"count":2}],"oa_status":"gold","license":"cc-by","oa_locations":[{"url":"http://downloads.hindawi.com/journals/jps/2017/1235979.pdf","host_type":"journal"},{"url":"http://downloads.hindawi.com/journals/jps/2017/1235979.pdf","host_type":"GOLD"},{"url":"http://downloads.hindawi.com/journals/jps/2017/1235979.pdf","host_type":"publisher"},{"url":"http://downloads.hindawi.com/journals/jps/2017/1235979.xml","host_type":"publisher"},{"url":"https://doi.org/10.1155/2017/1235979","host_type":"journal"},{"url":"http://downloads.hindawi.com/journals/JPS/2017/1235979.xml","host_type":"repository"},{"url":"https://doaj.org/article/3ad5be243dc84b8f86d33121e44cb4ef","host_type":"repository"},{"url":"http://hdl.handle.net/10871/129665","host_type":"repository"}],"fields_of_study":["Statistical Distribution Estimation and Applications","Financial Risk and Volatility Modeling","Bayesian Methods and Mixture Models","Mathematics"],"mesh_terms":[],"keywords":["Akaike information criterion","Bayesian information criterion","Information Criteria","Model selection","Selection (genetic algorithm)","Mathematics","Autoregressive model","Sieve (category theory)","Autoregressive–moving-average model","Bayesian probability","Econometrics","Computer science","Statistics","Mathematical optimization","Artificial intelligence"],"sdg_mappings":[],"linked_datasets":[],"clinical_trials":[],"software_tools":[],"database_accessions":[],"source":"live","citation_network_status":"fetched"},"created_at":"2026-07-02T00:15:54.414053Z","pmid":null,"pmcid":null,"fwci":null,"citation_percentile":null,"influential_citations":0,"oa_status":null,"license":null,"views":0,"total_file_size_bytes":0,"version_count":0,"fair_f":null,"fair_a":null,"fair_i":null,"fair_r":null,"fair_zscore":null,"fair_rationale":null,"fair_model":null,"fair_agent_version":null,"fair_fulltext_source":null,"fair_has_llm":null,"fair_computed_at":null,"clinical_trials":[],"software_tools":[],"db_accessions":[],"linked_datasets":[],"topics":[]}