On the use of cross-validation for time series predictor evaluation

2012/01/05 by Christoph Bergmeir, José M. Benítez · 45 citations
Decision Sciences · Computer Science · #Forecasting Techniques and Applications #Stock Market Forecasting Methods #Time Series Analysis and Forecasting

paper · doi:10.1016/j.ins.2011.12.028

Citations

• Testing for unit roots in autoregressive-moving average models of unknown order

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