Adaptive Order Determination for Constructing Time Series Forecasting Models
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Publication:2807609
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
robustness; effective sample size; ARMA processes; autoregressive moving average (ARMA); autoregressive representations; maximum a priori determined order limits
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62F07: Statistical ranking and selection procedures
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