Adaptive Order Determination for Constructing Time Series Forecasting Models

DOI10.1080/03610926.2013.800881zbMath1343.62074MaRDI QIDQ2807609

Sergio G. Koreisha, Yongli Zhang

Publication date: 25 May 2016

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2013.800881

zbMATH Keywords

robustness; effective sample size; ARMA processes; autoregressive moving average (ARMA); autoregressive representations; maximum a priori determined order limits

Mathematics Subject Classification ID

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62F07: Statistical ranking and selection procedures

Related Items

Predictive, finite-sample model choice for time series under stationarity and non-stationarity

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