Model Averaging Multistep Prediction in an Infinite Order Autoregressive Process

YUAN Huifang, LIN Peng, JIANG Tao, XU Jinfeng

Journal of Systems Science & Complexity ›› 2022, Vol. 35 ›› Issue (5) : 1875-1901.

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Journal of Systems Science & Complexity ›› 2022, Vol. 35 ›› Issue (5) : 1875-1901. DOI: 10.1007/s11424-022-0311-9

Model Averaging Multistep Prediction in an Infinite Order Autoregressive Process

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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Systems Science and Complexity, 2022, 35(5): 1875-1901 https://doi.org/10.1007/s11424-022-0311-9

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