Data-driven model selection for same-realization predictions in autoregressive processes (Q6173728): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1007/s10463-022-00855-1 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W4226510062 / rank | |||
Normal rank |
Revision as of 09:46, 30 July 2024
scientific article; zbMATH DE number 7712153
Language | Label | Description | Also known as |
---|---|---|---|
English | Data-driven model selection for same-realization predictions in autoregressive processes |
scientific article; zbMATH DE number 7712153 |
Statements
Data-driven model selection for same-realization predictions in autoregressive processes (English)
0 references
13 July 2023
0 references
model selection
0 references
oracle inequality
0 references
efficiency
0 references
autoregressive process
0 references
data driven
0 references