Order selection for heteroscedastic autoregression: A study on concentration
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Cited by:
- Schnaubelt, Matthias, 2019. "A comparison of machine learning model validation schemes for non-stationary time series data," FAU Discussion Papers in Economics 11/2019, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics.
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Keywords
Autoregression Order selection Non-stationarity Concentration;Statistics
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