Time series forecasting with multiple candidate models: selecting or combining?
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Publication:2583096
DOI10.1007/s11424-008-9062-5zbMath1078.62102OpenAlexW1980208815MaRDI QIDQ2583096
Publication date: 13 January 2006
Published in: Journal of Systems Science and Complexity (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11424-008-9062-5
Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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