Determining a portfolio of linear time series models (Q3740859)
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scientific article; zbMATH DE number 3976151
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Determining a portfolio of linear time series models |
scientific article; zbMATH DE number 3976151 |
Statements
Determining a portfolio of linear time series models (English)
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1987
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autoregressive-moving average
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portfolio of models
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AIC
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BIC
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one step ahead prediction error variance
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selection criteria
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order determination
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linear time series models
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posterior odds ratios
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grades of evidence
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simulation experiments
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0.8594456
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0.8574521
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0.8323005
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0.83168846
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0.8307037
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