MODEL SELECTION UNDER NONSTATIONARITY - AUTOREGRESSIVE MODELS AND STOCHASTIC LINEAR-REGRESSION MODELS

被引：62

作者：

POTSCHER, BM ^{[1
]}

机构：

[1] YALE UNIV,NEW HAVEN,CT 06520

来源：

关键词：

D O I：

10.1214/aos/1176347267

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

页码：1257 / 1274

页数：18

共 27 条

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