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

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