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Search: subject:"accumulated prediction error"
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AIC
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Model selection
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accumulated prediction error
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accumulated prediction error (APE)
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information and prediction criteria
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model selection
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Pilatowska, Mariola
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Annals of the Institute of Statistical Mathematics
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Dynamic Econometric Models
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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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2
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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