Multifold Predictive Validation in ARMAX Time Series Models

DOI10.1198/016214504000000610MaRDI QIDQ5754800zbMATH OpenOpenAlexFDO

Authors Daniel Peña, Ismael Sánchez

Publication date 20 August 2007

Published in Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1198/016214504000000610

Mathematics Subject Classification ID

Statistics (62-XX)

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