most citedAccumulated prediction errors, information criteria and optimal forecasting for autoregressive time series

70 citations · 70 across the 1 of their papers we have counts for

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1 paper

math.ST2007★ 70 cited

Accumulated prediction errors, information criteria and optimal forecasting for autoregressive time series

Ching-Kang Ing

The predictive capability of a modification of Rissanen's accumulated prediction error (APE) criterion, APE, is investigated in infinite-order autoregressive (AR())…