Selecting time-series hyperparameters with the artificial jackknife

DOI10.1016/J.CSDA.2025.108173MaRDI QIDQ6954835zbMATH OpenFDO

Authors Filippo Pellegrino

Publication date 23 July 2025

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.CSDA.2025.108173

zbMATH Keywords

hyperparameter selectionjackknifetime series

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

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