On the selection of predictors by using greedy algorithms and information theoretic criteria

DOI10.1111/anzs.12387zbMath1521.62159OpenAlexW4382791831MaRDI QIDQ6075184

Ciprian Doru Giurcăneanu, Christopher M. Triggs, Unnamed Author

Publication date: 20 October 2023

Published in: Australian & New Zealand Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/anzs.12387

zbMATH Keywords

big datahigh-dimensional time seriesreal-life data

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Statistical aspects of information-theoretic topics (62B10)

Cites Work

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