Autoregressive model selection based on a prediction perspective (Q5127005)
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scientific article; zbMATH DE number 7263515
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Autoregressive model selection based on a prediction perspective |
scientific article; zbMATH DE number 7263515 |
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Autoregressive model selection based on a prediction perspective (English)
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21 October 2020
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Akaike information criterion
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Bayesian information criterion
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generalized degrees of freedom
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mean-squared prediction error
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time series
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