Dynamic of model overfitting measured in terms of autoregressive roots.

CWJ (Clive) Granger, Y Jeon

Research output: Contribution to journalArticleAcademicpeer-review

4 Citations (Scopus)
Original languageUndefined/Unknown
Pages (from-to)347-365
Number of pages19
JournalJournal of Time Series Analysis
Volume27
Issue number3
Publication statusPublished - 2006

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