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

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Revision as of 09:46, 30 July 2024

scientific article; zbMATH DE number 7712153
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English
Data-driven model selection for same-realization predictions in autoregressive processes
scientific article; zbMATH DE number 7712153

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    Data-driven model selection for same-realization predictions in autoregressive processes (English)
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    13 July 2023
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    model selection
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    oracle inequality
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    efficiency
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    autoregressive process
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    data driven
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