On model selection from a finite family of possibly misspecified time series models (Q666592)
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scientific article; zbMATH DE number 7033161
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| English | On model selection from a finite family of possibly misspecified time series models |
scientific article; zbMATH DE number 7033161 |
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On model selection from a finite family of possibly misspecified time series models (English)
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6 March 2019
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AIC
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BIC
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misspecification-resistant information criterion
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multistep prediction error
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high-dimensional misspecified models
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orthogonal greedy algorithm
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0.9006461
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0.89237916
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0.8879152
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0.8862804
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0.8810549
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0.8795426
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0.8779601
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0.8757075
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0.8752895
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