PREDICTION‐FOCUSED MODEL SELECTION FOR AUTOREGRESSIVE MODELS

DOI10.1111/j.1467-842X.2007.00487.xOpenAlexW1990230165MaRDI QIDQ3614900

Christophe Croux, Johan Van Kerckhoven, Gerda Claeskens

Publication date: 17 March 2009

Published in: Australian & New Zealand Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-842x.2007.00487.x

zbMATH Keywords

predictiontime seriesautoregressive order selectionfocussed information criterion

Mathematics Subject Classification ID

Statistics (62-XX)

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