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zbMath1004.62073MaRDI QIDQ2767488

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Publication date: 16 February 2003

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zbMATH Keywords

model selection model mis-specification online prediction prequential statistics model meta-selection

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Sequential statistical methods (62L99)

Related Items (1)

Accumulative prediction error and the selection of time series models

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