Parsimony and Its Importance in Time Series Forecasting

DOI10.2307/1268232zbMath0472.62092OpenAlexW4244741230MaRDI QIDQ3925749

Johannes Ledolter, Bovas Abraham

Publication date: 1981

Full work available at URL: https://doi.org/10.2307/1268232

zbMATH Keywords

autoregressionmoving averagenonparsimonious time series models

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Monte Carlo methods (65C05)

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