Data-driven model selection for same-realization predictions in autoregressive processes (Q6173728): Difference between revisions

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+https://doi.org/10.1007/s10463-022-00855-1
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+W4226510062
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+Model selection for (auto-)regression with dependent data
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+Adaptive estimation in autoregression or \(\beta\)-mixing regression via model selection
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+Asymptotic normality of the quasi-maximum likelihood estimator for multidimensional causal processes
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+Gaussian model selection
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+Minimal penalties for Gaussian model selection
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+Adaptive density deconvolution with dependent inputs
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+Regression function estimation as a partly inverse problem
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+New dependence coefficients. Examples and applications to statistics
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+Weakly dependent chains with infinite memory
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+Nonasymptotic bounds for autoregressive time series modeling.
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+On same-realization prediction in an infinite-order autoregressive process.
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+Order selection for same-realization predictions in autoregressive processes
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+Concentration around the mean for maxima of empirical processes
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+An introduction to the Bayes information criterion: theoretical foundations and interpretation
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+Optimal model selection for density estimation of stationary data under various mixing condi\-tions
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+Asymptotically efficient selection of the order of the model for estimating parameters of a linear process
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+Q4410077
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+Publication:6173728