Optimality of AIC in inference about Brownian motion
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Publication:2502137
DOI10.1007/S10463-005-0007-7zbMATH Open1095.62102OpenAlexW4213001043MaRDI QIDQ2502137FDOQ2502137
Authors: Arijit Chakrabarty, Jayanta K. Ghosh 
Publication date: 12 September 2006
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10.1007/s10463-006-0092-2
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Cites Work
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- Asymptotic optimality for \(C_ p\), \(C_ L\), cross-validation and generalized cross-validation: Discrete index set
- Asymptotic equivalence of nonparametric regression and white noise
- Bayesian aspects of some nonparametric problems
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- A Bayesian analysis of the minimum AIC procedure
- Splitting a Single State of a Stationary Process into Markovian States
- An optimal selection of regression variables
- Asymptotic mean efficiency of a selection of regression variables
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