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Journal of Applied Statistics Volume 39, 2012 - Issue 4
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Original Articles

Autoregressive model selection based on a prediction perspective

Yun-Huan Lee Finance Department, Ming Chuan University, Taipei, Taiwan, Republic of ChinaCorrespondence[email protected]
&
Chun-Shu Chen Institute of Statistics and Information Science, National Changhua University of Education, Changhua, Taiwan, Republic of China
Pages 913-922 | Received 30 May 2011, Accepted 26 Oct 2011, Published online: 22 Nov 2011

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