On asymptotic risk of selecting models for possibly nonstationary time-series

Authors
Yu, Shu-Hui Sin, Chor-yiu CY
Citation
Yu, Shu-hui et Cy. Sin, Chor-yiu, On asymptotic risk of selecting models for possibly nonstationary time-series, Econometric reviews , 40(4), 2021, pp. 387-414
Journal title
Econometric reviews → ACNP
ISSN journal
07474938
Volume
40
Issue
4
Year of publication
2021
Pages
387 - 414
Database
ACNP
SICI code