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

Baraud, Yannick; Comte, F.; Viennet, G.

doi:10.1214/aos/1009210692

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Article (Scientific journals)

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

Baraud, Yannick; Comte, F.; Viennet, G.

2001 • In Annals of Statistics, 29 (3), p. 839--875

Peer reviewed

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https://hdl.handle.net/10993/40206

DOI
10.1214/aos/1009210692

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Disciplines :

Mathematics

Author, co-author :

Baraud, Yannick ; University of Luxembourg > Faculty of Science, Technology and Communication (FSTC) > Mathematics Research Unit

Comte, F.

Viennet, G.

External co-authors :

yes

Language :

English

Title :

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

Publication date :

2001

Journal title :

Annals of Statistics

ISSN :

0090-5364

Volume :

Issue :

Pages :

839--875

Peer reviewed :

Peer reviewed

Additional URL :

https://doi.org/10.1214/aos/1009210692

Commentary :

1865343

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since 29 August 2019

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