Efficient and Consistent Data-Driven Model Selection for Time Series

19 October 2021

Papers citing "Efficient and Consistent Data-Driven Model Selection for Time Series"

3 / 3 papers shown

Title
Some asymptotic results for time series model selection William Kengne 18 0 0 31 Jan 2022
General Hannan and Quinn Criterion for Common Time Series Kare Kamila 20 2 0 11 Jan 2021
Data-driven calibration of penalties for least-squares regression Sylvain Arlot P. Massart 150 159 0 06 Feb 2008