Using cross-validation methods to select time series models: promises and pitfalls (Q6559931)

From MaRDI portal





scientific article; zbMATH DE number 7869327
Language Label Description Also known as
English
Using cross-validation methods to select time series models: promises and pitfalls
scientific article; zbMATH DE number 7869327

    Statements

    Using cross-validation methods to select time series models: promises and pitfalls (English)
    0 references
    0 references
    0 references
    21 June 2024
    0 references
    autoregressive model
    0 references
    cross-validation
    0 references
    information criteria
    0 references
    time series
    0 references
    vector autoregressive model
    0 references

    Identifiers