Model selection for multiperiod forecasts (Q4364948)
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scientific article; zbMATH DE number 1088792
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Model selection for multiperiod forecasts |
scientific article; zbMATH DE number 1088792 |
Statements
Model selection for multiperiod forecasts (English)
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18 November 1997
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autoregressive model
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model selection
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multiperiod forecasts
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multivariate regression analysis
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simulations
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order selection
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Bayesian information
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Fisher information
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