Gaussian linear model selection in a dependent context
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Publication:2233592
DOI10.1214/21-EJS1885zbMath1471.62310arXiv2005.01058OpenAlexW3201672662MaRDI QIDQ2233592
Emmanuel Caron, Bertrand Michel, Jérôme Dedecker
Publication date: 11 October 2021
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2005.01058
Nonparametric regression and quantile regression (62G08) Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
Uses Software
Cites Work
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