Efficient and consistent model selection procedures for time series

DOI10.3150/22-bej1556MaRDI QIDQ6635709

Kamila Kare, Jean-Marc Bardet, William Chakry Kengne

Publication date: 12 November 2024

Published in: Bernoulli (Search for Journal in Brave)

zbMATH Keywords

consistencymodel selectionefficiencyaffine causal processesdata-driven criterion

Mathematics Subject Classification ID

Linear inference, regression (62Jxx) Parametric inference (62Fxx) Inference from stochastic processes (62Mxx)

Cites Work

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