Accumulative prediction error and the selection of time series models (Q2507906): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 07:24, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Accumulative prediction error and the selection of time series models |
scientific article |
Statements
Accumulative prediction error and the selection of time series models (English)
0 references
5 October 2006
0 references
long-range dependence
0 references
time series analysis
0 references
model selection
0 references
prediction error
0 references
prequential methods
0 references
predictive MDL
0 references
