Model averaging prediction for time series models with a diverging number of parameters (Q2024480)
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scientific article; zbMATH DE number 7343312
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Model averaging prediction for time series models with a diverging number of parameters |
scientific article; zbMATH DE number 7343312 |
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Model averaging prediction for time series models with a diverging number of parameters (English)
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4 May 2021
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asymptotic optimality
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autoregressive process
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consistency
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Mallows criterion
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model averaging
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