Upper bound criterion for testing the stability of root mean squared forecast error

DOI10.1080/09720510.2007.10701238MaRDI QIDQ5454970zbMATH OpenOpenAlexFDO

Authors Md Atikur Rahman Khan

Publication date 3 April 2008

Published in Journal of Statistics and Management Systems (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/09720510.2007.10701238

zbMATH Keywords

confidence intervalCVPPdynamic regressionRCVPPrestricted cross validity predictive powerRMSFE

Mathematics Subject Classification ID

Linear inference, regression (62J99)

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