Adaptive estimation in autoregression or β-mixing regression via model selection

Annals of Statistics

Volumn 29, Issue 3, 2001, Pages 839-875

  Baraud, Y ^a   Comte, F ^b   Viennet, G ^c  

^a ECOLE NORMALE SUPÉRIEURE   (France)

^b SORBONNE UNIVERSITÉ   (France)

^c UNIVERSITÉ PARIS DESCARTES   (France)

Author keywords

Adaptive estimation; Additive framework; Autoregression order; Least squares estimator; Mixing processes; Model selection; Nonparametric regression; Time series

Indexed keywords

EID: 0035539852     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: 10.1214/aos/1009210692     Document Type: Article

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