On same-realization prediction in an infinite-order autoregressive process. (Q1810711)
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scientific article; zbMATH DE number 1924824
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On same-realization prediction in an infinite-order autoregressive process. |
scientific article; zbMATH DE number 1924824 |
Statements
On same-realization prediction in an infinite-order autoregressive process. (English)
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9 June 2003
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Autoregressive process
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Goodness of fit
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Least squares
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Model complexity
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Ridge regression
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Same-realization prediction
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0.90097606
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0.8817443
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0.87203944
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0.8671298
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0.86115474
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0.85878855
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0.8548132
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