ADAPTIVE PREDICTION BY LEAST-SQUARES PREDICTORS IN STOCHASTIC REGRESSION-MODELS WITH APPLICATIONS TO TIME-SERIES

被引:93
作者
WEI, CZ
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D O I
10.1214/aos/1176350617
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 ;
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页码:1667 / 1682
页数:16
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