Pages that link to "Item:Q993804"
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The following pages link to Selection between models through multi-step-ahead forecasting (Q993804):
Displaying 11 items.
- Comparison of non-nested models under a general measure of distance (Q899371) (← links)
- A review of k-step-ahead predictors (Q920474) (← links)
- Optimal real-time filters for linear prediction problems (Q1695675) (← links)
- Selecting the superpositioning of models for railway freight forecasting (Q1735214) (← links)
- Forecasting continuous-time processes with applications to signal extraction (Q2393151) (← links)
- Asymptotic theory of cepstral random fields (Q2448723) (← links)
- A test for improved multi-step forecasting (Q3077670) (← links)
- (Q4276823) (← links)
- Model selection for multiperiod forecasts (Q4364948) (← links)
- Multistep ahead forecasting of vector time series (Q5864446) (← links)
- A conversation with David Findley (Q5965311) (← links)