Adaptive estimation in autoregression or $\beta$-mixing regression via model selection

Reference : Adaptive estimation in autoregression or $\beta$-mixing regression via model selection


	Document type :	Scientific journals : Article
	Discipline(s) :	Physical, chemical, mathematical & earth Sciences : Mathematics
	To cite this reference:	http://hdl.handle.net/10993/40206

Title :	Adaptive estimation in autoregression or $\beta$-mixing regression via model selection
Language :	English
Author, co-author :	Baraud, Yannick [University of Luxembourg > Faculty of Science, Technology and Communication (FSTC) > Mathematics Research Unit]
	Comte, F. [> >]
	Viennet, G. [> >]
Publication date :	2001
Journal title :	Annals of Statistics
Volume :	29
Issue/season :	3
Pages :	839--875
Peer reviewed :	Yes (verified by ORBi^lu)
Audience :	International
ISSN :	0090-5364
Permalink :	http://hdl.handle.net/10993/40206
DOI :	10.1214/aos/1009210692
Other URL :	https://doi.org/10.1214/aos/1009210692
Commentary :	1865343

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