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  • Search: subject:"accumulated prediction error"
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Year of publication
Subject
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AIC 1 BIC 1 FPE 1 Model selection 1 accumulated prediction error 1 accumulated prediction error (APE) 1 information and prediction criteria 1 model selection 1 overfit and underfit probability 1 prediction lower bound 1 stochastic complexity 1
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Online availability
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Free 1 Undetermined 1
Type of publication
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Article 2
Language
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Undetermined 2
Author
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Pilatowska, Mariola 1 Speed, T. 1 Yu, Bin 1
Published in...
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Annals of the Institute of Statistical Mathematics 1 Dynamic Econometric Models 1
Source
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RePEc 2
Showing 1 - 2 of 2
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Information and Prediction Criteria in Selecting the Forecasting Model
Pilatowska, Mariola - In: Dynamic Econometric Models 11 (2011), pp. 21-40
the evolution of information criteria (AIC, BIC) and accumulated prediction error (APE) for increasing sample sizes and …
Persistent link: https://www.econbiz.de/10010754074
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Model selection and prediction: Normal regression
Speed, T.; Yu, Bin - In: Annals of the Institute of Statistical Mathematics 45 (1993) 1, pp. 35-54
Persistent link: https://www.econbiz.de/10005395629
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