Autoregressive model selection for multistep prediction
type: Item
instance of: scholarly article
title: Autoregressive model selection for multistep prediction
zbMATH Open document ID: 0933.62096
DOI: 10.1016/S0378-3758(98)00220-1
author: R. J. Bhansali
published in: Journal of Statistical Planning and Inference
publication date: 2000-04-02T00:00:00Z
Mathematics Subject Classification ID: 62M20
zbMATH DE Number: 1331399
zbMATH Keywords: AIC
zbMATH Keywords: order determination
zbMATH Keywords: time series
zbMATH Keywords: FPE
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 1331399