On model selection from a finite family of possibly misspecified time series models (Q666592): Difference between revisions

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Latest revision as of 16:55, 14 September 2024

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On model selection from a finite family of possibly misspecified time series models
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    On model selection from a finite family of possibly misspecified time series models (English)
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    6 March 2019
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    AIC
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    BIC
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    misspecification-resistant information criterion
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    multistep prediction error
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    high-dimensional misspecified models
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    orthogonal greedy algorithm
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