Accumulative prediction error and the selection of time series models (Q2507906)
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scientific article; zbMATH DE number 5060774
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| English | Accumulative prediction error and the selection of time series models |
scientific article; zbMATH DE number 5060774 |
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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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0.93183935
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0.9063511
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0.90268916
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0.8860127
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