Date of Award
8-1-2023
Degree Name
Doctor of Philosophy
Department
Mathematics
First Advisor
Olive, David
Abstract
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.
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