Autoregressive model selection for multistep prediction

DOI10.1016/S0378-3758(98)00220-1zbMath0933.62096MaRDI QIDQ1300940

R. J. Bhansali

Publication date: 2 April 2000

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

zbMATH Keywords

time series; AIC; FPE; order determination

Mathematics Subject Classification ID

62M20: Inference from stochastic processes and prediction

Related Items

Accumulative prediction error and the selection of time series models, Measuring the Advantages of Multivariate vs. Univariate Forecasts

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