Model selection for (auto-)regression with dependent data

DOI10.1051/ps:2001101zbMath0990.62035OpenAlexW2111620585MaRDI QIDQ4534854

Yannick Baraud, Fabienne Comte, Gabrielle Viennet

Publication date: 11 June 2002

Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=PS_2001__5__33_0

Mathematics Subject Classification ID

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

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