Autoregressive model selection for multistep prediction-Reference-Cited by-同舟云学术

Autoregressive model selection for multistep prediction

Published:1999-05 Issue:1-2 Volume:78 Page:295-305
ISSN:0378-3758
Container-title:Journal of Statistical Planning and Inference
language:en
Short-container-title:Journal of Statistical Planning and Inference

Author:

Bhansali R.J.

Publisher

Elsevier BV

Subject

Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability

Reference30 articles.

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3. Akaike, H., 1977. On entropy maximisation principle. In: Krishnaiah, P. (Ed.), Proc. Symp. Appl. Statist. North-Holland, Amsterdam.

4. A Bayesian extension of the minimum AIC procedure of autoregressive model fitting;Akaike;Biometrika,1979

5. On the bias in estimates of forecast mean square error;Ansley;J. Amer. Statist. Assoc.,1981

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