Robust model selection for stochastic processes
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Cites work
- A new index to measure positive dependence in trivariate distributions
- A universal data compression system
- Context tree estimation for not necessarily finite memory processes, via BIC and MDL
- Context tree selection and linguistic rhythm retrieval from written texts
- Modeling of acoustic signal energies with a generalized Frank copula. A linguistic conjecture is reviewed
- Random perturbations of stochastic processes with unbounded variable length memory
- Variable length Markov chains
Cited in
(6)- Model selection for the robust efficient signal processing observed with small Lévy noise
- Jointly robust prior for Gaussian stochastic process in emulation, calibration and variable selection
- Improving robust model selection tests for dynamic models
- Robust Identification: An approach to select the class of candidate models
- Sample selection procedure in daily trading volume processes
- Improved robust model selection methods for a Lévy nonparametric regression in continuous time
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