Accumulated prediction errors, information criteria and optimal forecasting for autoregressive time series (Q2642748)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 5186968
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Accumulated prediction errors, information criteria and optimal forecasting for autoregressive time series |
scientific article; zbMATH DE number 5186968 |
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
0.7896268963813782
0 references
0.785000205039978
0 references
0.7757201194763184
0 references
0.773147463798523
0 references
