Accumulated prediction errors, information criteria and optimal forecasting for autoregressive time series (Q2642748)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Accumulated prediction errors, information criteria and optimal forecasting for autoregressive time series |
scientific article |
Statements
Accumulated prediction errors, information criteria and optimal forecasting for autoregressive time series (English)
0 references
4 September 2007
0 references
accumulated prediction errors
0 references
asymptotic equivalence
0 references
asymptotic efficiency
0 references
information criterion
0 references
order selection
0 references
optimal forecasting
0 references
0 references
0 references
0 references
0 references
0 references
0 references
