On model selection from a finite family of possibly misspecified time series models (Q666592)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On model selection from a finite family of possibly misspecified time series models |
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On model selection from a finite family of possibly misspecified time series models (English)
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6 March 2019
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AIC
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BIC
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misspecification-resistant information criterion
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multistep prediction error
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high-dimensional misspecified models
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orthogonal greedy algorithm
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