The Best ARMA Model Group Selection and Combined Forecasting Based on Kullback-Leibler Information
ZHAO Xin-dong1, QIAN Guo-qi2
1. Institute of Quantitative Economics, Huaqiao University, Xiamen 361021, China; 2. Department of Mathematics and Statistics, The University of Melbourne, Melbourne VIC 3010, Australia
ZHAO Xin-dong, QIAN Guo-qi. The Best ARMA Model Group Selection and Combined Forecasting Based on Kullback-Leibler Information[J]. Chinese Journal of Management Science.