Forecasting ARMA models: a comparative study of information criteria focusing on MDIC (Q5306304)

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scientific article; zbMATH DE number 5691385
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Forecasting ARMA models: a comparative study of information criteria focusing on MDIC
scientific article; zbMATH DE number 5691385

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    Forecasting ARMA models: a comparative study of information criteria focusing on MDIC (English)
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    8 April 2010
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    ARMA process
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    information criterion
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    model selection
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    NMSFE
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    modified divergence information criterion (MDIC)
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    tables
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