• Title of article

    Distance and prediction error variance constraints for ARMA model portfolios

  • Author/Authors

    Timothy Chenoweth، نويسنده , , Karen Dowling، نويسنده , , Robert Hubata، نويسنده , , Robert St. Louis، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2004
  • Pages
    12
  • From page
    41
  • To page
    52
  • Keywords
    distance , Information criteria , Order determination , Posterior odds ratio , Prediction error variance , Misspecification error
  • Journal title
    International Journal of Forecasting
  • Serial Year
    2004
  • Journal title
    International Journal of Forecasting
  • Record number

    179067

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=179067