Adaptive model selection using orthogonal least squares methods

DOI10.1098/rspa.1997.0002zbMath0869.62023OpenAlexW2112564294MaRDI QIDQ3128273

Jaroslav Stark

Publication date: 9 September 1997

Published in: Proceedings of the Royal Society of London. Series A: Mathematical, Physical and Engineering Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1098/rspa.1997.0002

zbMATH Keywords

predictionmodel selectionchaotic time seriesrecursive estimationlinear least squares methods

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear inference, regression (62J99) Robustness and adaptive procedures (parametric inference) (62F35) Applications of statistics (62P99) Probabilistic methods, stochastic differential equations (65C99)

Related Items (2)

Jaroslav Stark: 1960–2010 ⋮ Efficient least angle regression for identification of linear-in-the-parameters models

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