Forecasting ARMA models: a comparative study of information criteria focusing on MDIC (Q5306304)
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scientific article; zbMATH DE number 5691385
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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