On the integration of multi-step prediction and model selection for stationary time series

J.T.C. Kool, A.H.Q.M. Merkies

Research output: Working paperProfessional

Original languageEnglish
Place of PublicationAmsterdam
PublisherFaculty of Economics and Business Administration, Vrije Universiteit Amsterdam
Publication statusPublished - 1986

Publication series

NameSerie Research Memoranda
No.1986-22

Cite this

Kool, J. T. C., & Merkies, A. H. Q. M. (1986). On the integration of multi-step prediction and model selection for stationary time series. (Serie Research Memoranda; No. 1986-22). Amsterdam: Faculty of Economics and Business Administration, Vrije Universiteit Amsterdam.
Kool, J.T.C. ; Merkies, A.H.Q.M. / On the integration of multi-step prediction and model selection for stationary time series. Amsterdam : Faculty of Economics and Business Administration, Vrije Universiteit Amsterdam, 1986. (Serie Research Memoranda; 1986-22).
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language = "English",
series = "Serie Research Memoranda",
publisher = "Faculty of Economics and Business Administration, Vrije Universiteit Amsterdam",
number = "1986-22",
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Kool, JTC & Merkies, AHQM 1986 'On the integration of multi-step prediction and model selection for stationary time series' Serie Research Memoranda, no. 1986-22, Faculty of Economics and Business Administration, Vrije Universiteit Amsterdam, Amsterdam.

On the integration of multi-step prediction and model selection for stationary time series. / Kool, J.T.C.; Merkies, A.H.Q.M.

Amsterdam : Faculty of Economics and Business Administration, Vrije Universiteit Amsterdam, 1986. (Serie Research Memoranda; No. 1986-22).

Research output: Working paperProfessional

TY - UNPB

T1 - On the integration of multi-step prediction and model selection for stationary time series

AU - Kool, J.T.C.

AU - Merkies, A.H.Q.M.

PY - 1986

Y1 - 1986

M3 - Working paper

T3 - Serie Research Memoranda

BT - On the integration of multi-step prediction and model selection for stationary time series

PB - Faculty of Economics and Business Administration, Vrije Universiteit Amsterdam

CY - Amsterdam

ER -

Kool JTC, Merkies AHQM. On the integration of multi-step prediction and model selection for stationary time series. Amsterdam: Faculty of Economics and Business Administration, Vrije Universiteit Amsterdam. 1986. (Serie Research Memoranda; 1986-22).