Pages that link to "Item:Q651014"
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The following pages link to Optimal model selection for density estimation of stationary data under various mixing condi\-tions (Q651014):
Displaying 11 items.
- Optimal model selection for density estimation of stationary data under various mixing condi\-tions (Q651014) (← links)
- Piecewise autoregression for general integer-valued time series (Q826981) (← links)
- Optimal model selection in heteroscedastic regression using piecewise polynomial functions (Q1951154) (← links)
- Exponential inequalities for nonstationary Markov chains (Q2178936) (← links)
- Consistent model selection criteria and goodness-of-fit test for common time series models (Q2180087) (← links)
- Gaussian linear model selection in a dependent context (Q2233592) (← links)
- Adaptive estimation for stochastic damping Hamiltonian systems under partial observation (Q2409000) (← links)
- Slope heuristics and V-Fold model selection in heteroscedastic regression using strongly localized bases (Q4578060) (← links)
- Sharp oracle inequalities and slope heuristic for specification probabilities estimation in discrete random fields (Q5963503) (← links)
- Data-driven model selection for same-realization predictions in autoregressive processes (Q6173728) (← links)
- Adaptive directional estimator of the density in \(\mathbb{R}^d\) for independent and mixing sequences (Q6596175) (← links)
