Accumulative prediction error and the selection of time series models (Q2507906)
From MaRDI portal
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
0 references
0 references
0 references
0 references
0 references
0 references
