Sequential model selection method for nonparametric autoregression (Q5215360)
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scientific article; zbMATH DE number 7165480
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sequential model selection method for nonparametric autoregression |
scientific article; zbMATH DE number 7165480 |
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Sequential model selection method for nonparametric autoregression (English)
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10 February 2020
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model selection
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nonasymptotic estimation
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nonparametric autoregression
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nonparametric estimation
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robust risk
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sharp oracle inequalities
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