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Optimality of AIC in inference about Brownian motion - MaRDI portal

Optimality of AIC in inference about Brownian motion (Q2502137)

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Optimality of AIC in inference about Brownian motion
scientific article

    Statements

    title
    Optimality of AIC in inference about Brownian motion (English)
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    author
    Arijit Chakrabarti
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    Jayanta K. Ghosh
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    publication date
    12 September 2006
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    zbMATH Keywords
    minimax
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    AIC
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    oracle
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    Brownian motion
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    white-noise
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    Identifiers

    zbMATH DE Number
    5052976
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    OpenAlex ID
    W4213001043
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