Determining a portfolio of linear time series models (Q3740859)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Determining a portfolio of linear time series models |
scientific article |
Statements
Determining a portfolio of linear time series models (English)
0 references
1987
0 references
autoregressive-moving average
0 references
portfolio of models
0 references
AIC
0 references
BIC
0 references
one step ahead prediction error variance
0 references
selection criteria
0 references
order determination
0 references
linear time series models
0 references
posterior odds ratios
0 references
grades of evidence
0 references
simulation experiments
0 references
