Model averaging multistep prediction in an infinite order autoregressive process (Q2109293)
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scientific article; zbMATH DE number 7635192
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| English | Model averaging multistep prediction in an infinite order autoregressive process |
scientific article; zbMATH DE number 7635192 |
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Model averaging multistep prediction in an infinite order autoregressive process (English)
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20 December 2022
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asymptotic optimality
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autoregressive process
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multistep prediction
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same-realization prediction
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0.92751694
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0.90417355
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0.89996654
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0.89828366
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0.8915303
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