Accumulative prediction error and the selection of time series models (Q2507906): Difference between revisions
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Revision as of 18:05, 29 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Accumulative prediction error and the selection of time series models |
scientific article |
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Accumulative prediction error and the selection of time series models (English)
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5 October 2006
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long-range dependence
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time series analysis
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model selection
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prediction error
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prequential methods
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predictive MDL
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