Model selection for (auto-)regression with dependent data (Q4534854): Difference between revisions

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+Q4769776
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+A new look at the statistical model identification
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+Critères d'ergodicité géométrique ou arithmétique de modèles linéaires pertubés à représentation markovienne
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+Model selection for regression on a fixed design
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+Model selection for regression on a random design
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+Adaptive estimation in autoregression or \(\beta\)-mixing regression via model selection
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+Risk bounds for model selection via penalization
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+An adaptive compression algorithm in Besov spaces
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+How many bins should be put in a regular histogram
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+Wavelets on the interval and fast wavelet transforms
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+Ten Lectures on Wavelets
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+Q4273944
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+Minimax estimation via wavelet shrinkage
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+Mixing: Properties and examples
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+Q4331760
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+On nonparametric estimation in nonlinear AR(1)-models
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+On The Spectrum Of Stationary Gaussian Sequences Satisfying the Strong Mixing Condition I. Necessary Conditions
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+On Strong Mixing Conditions for Stationary Gaussian Processes
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+Asymptotic optimality for \(C_ p\), \(C_ L\), cross-validation and generalized cross-validation: Discrete index set
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+Q4320142
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+Some Comments on C P
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+Q5612226
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+Minimum complexity regression estimation with weakly dependent observations
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+Memory-universal prediction of stationary random processes
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+Regression-type inference in nonparametric autoregression
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+A Family of Asymptotically Optimal Methods for Choosing the Order of a Projective Regression Estimate
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+Selection of the order of an autoregressive model by Akaike's information criterion
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+An optimal selection of regression variables
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+Exponential inequalities for martingales, with application to maximum likelihood estimation for counting processes
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+Some Limit Theorems for Random Functions. I
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+Publication:4534854