Optimality of AIC in Inference About Brownian Motion
| Year of publication: |
2006
|
|---|---|
| Authors: | Chakrabarti, Arijit ; Ghosh, Jayanta |
| Published in: |
Annals of the Institute of Statistical Mathematics. - Springer. - Vol. 58.2006, 1, p. 1-20
|
| Publisher: |
Springer |
| Subject: | Nonparametric regression | Minimax | AIC | Oracle | Brownian motion | White-noise |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005184604