Selection between models through multi-step-ahead forecasting (Q993804)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Selection between models through multi-step-ahead forecasting |
scientific article |
Statements
Selection between models through multi-step-ahead forecasting (English)
0 references
20 September 2010
0 references
ARIMA models
0 references
Diebold-Mariano tests
0 references
incorrect models
0 references
misspecified models
0 references
model selection
0 references
parameter estimation effects
0 references
time series
0 references
