PREDICTION‐FOCUSED MODEL SELECTION FOR AUTOREGRESSIVE MODELS (Q3614900)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | PREDICTION‐FOCUSED MODEL SELECTION FOR AUTOREGRESSIVE MODELS |
scientific article |
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PREDICTION‐FOCUSED MODEL SELECTION FOR AUTOREGRESSIVE MODELS (English)
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17 March 2009
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autoregressive order selection
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focussed information criterion
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prediction
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time series
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