Autoregressive model selection for multistep prediction

DOI10.1016/S0378-3758(98)00220-1zbMath0933.62096MaRDI QIDQ1300940

R. J. Bhansali

Publication date: 2 April 2000

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

zbMATH Keywords

time seriesAICFPEorder determination

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20)

Related Items (2)

Measuring the Advantages of Multivariate vs. Univariate Forecasts ⋮ Accumulative prediction error and the selection of time series models

Cites Work

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• Some Comments on C P
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