Model averaging multistep prediction in an infinite order autoregressive process (Q2109293)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Model averaging multistep prediction in an infinite order autoregressive process |
scientific article; zbMATH DE number 7635192
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Model averaging multistep prediction in an infinite order autoregressive process |
scientific article; zbMATH DE number 7635192 |
Statements
Model averaging multistep prediction in an infinite order autoregressive process (English)
0 references
20 December 2022
0 references
asymptotic optimality
0 references
autoregressive process
0 references
multistep prediction
0 references
same-realization prediction
0 references
0 references
0 references
0 references
0.92751694
0 references
0.90417355
0 references
0.89996654
0 references
0.89828366
0 references
0.8915303
0 references
