Data-driven model selection for same-realization predictions in autoregressive processes (Q6173728)
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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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