Markov cross-validation for time series model evaluations

DOI10.1016/j.ins.2016.09.061zbMath1433.62263OpenAlexW2525261790MaRDI QIDQ2282291

Wenjian Wang, Gaoxia Jiang

Publication date: 7 January 2020

Published in: Information Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ins.2016.09.061

zbMATH Keywords

time seriesmodel evaluationMarkov cross-validation

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Markov processes: hypothesis testing (62M02)

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Cites Work

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