A cross-validatory method for dependent data

DOI10.1093/biomet/81.2.351zbMath0825.62669OpenAlexW2083536977MaRDI QIDQ4319914

Prabir Burman, Deborah Nolan, Edmond Chow

Publication date: 28 November 1995

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/81.2.351

Mathematics Subject Classification ID

Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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