Multifold Predictive Validation in ARMAX Time Series Models

DOI10.1198/016214504000000610zbMath1117.62410OpenAlexW2045142096MaRDI QIDQ5754800

Ismael Sánchez, Daniel Peña

Publication date: 20 August 2007

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1198/016214504000000610

Mathematics Subject Classification ID

Statistics (62-XX)

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