Data-driven model selection for same-realization predictions in autoregressive processes

DOI10.1007/s10463-022-00855-1OpenAlexW4226510062MaRDI QIDQ6173728

Kare Kamila

Publication date: 13 July 2023

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10463-022-00855-1

zbMATH Keywords

model selectionefficiencyoracle inequalityautoregressive processdata driven

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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