Title of article
Accumulative prediction error and the selection of time series models
Author/Authors
Eric-Jan Wagenmakers، نويسنده , , Peter Grünwald، نويسنده , , Mark Steyvers، نويسنده ,
Issue Information
دوماهنامه با شماره پیاپی سال 2006
Pages
18
From page
149
To page
166
Keywords
long-range dependence , Time series analysis , Model selection , Prediction error , Prequential methods , Predictive MDL
Journal title
Journal of Mathematical Psychology
Serial Year
2006
Journal title
Journal of Mathematical Psychology
Record number
131599
Link To Document