Model selection for (auto-)regression with dependent data

Author: Baraud Yannick   Comte F.   Viennet G.  

Publisher: Edp Sciences

E-ISSN: 1262-3318|5|issue|33-49

ISSN: 1292-8100

Source: ESAIM: Probability and Statistics, Vol.5, Iss.issue, 2010-03, pp. : 33-49

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Abstract