On asymptotic risk of selecting models for possibly nonstationary time-series (Q5861039)
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scientific article; zbMATH DE number 7484560
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On asymptotic risk of selecting models for possibly nonstationary time-series |
scientific article; zbMATH DE number 7484560 |
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On asymptotic risk of selecting models for possibly nonstationary time-series (English)
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4 March 2022
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AIC-type information criteria
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asymptotic risk
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BIC-type information criteria
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high-dimensional analyses
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same-realization prediction
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strongly sparse
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