Adaptive estimation in autoregression or \(\beta\)-mixing regression via model selection

DOI10.1214/aos/1009210692zbMath1012.62034OpenAlexW1569213539MaRDI QIDQ1848887

Gabrielle Viennet, Yannick Baraud, Fabienne Comte

Publication date: 14 November 2002

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1009210692

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) General nonlinear regression (62J02)

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