Misparametrization subsets for penalized least squares model selection

DOI10.1007/s11203-014-9100-yzbMath1306.62071OpenAlexW2023053942MaRDI QIDQ466060

Xavier Guyon, Cécile Hardouin

Publication date: 24 October 2014

Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11203-014-9100-y

zbMATH Keywords

model selectionmisfitting subsetspenalized least squares contrast

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to environmental and related topics (62P12)

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