Nonasymptotic bounds for autoregressive time series modeling

Keyphrases

• Autoregressive Model 100%
• Non-asymptotic 100%
• Non-asymptotic Bound 100%
• Autoregressive Time Series 100%
• Time Series Modeling 100%
• Minimax Optimal 100%
• Common Model 50%
• Nonparametric 50%
• Process-based 50%
• Model Selection Strategy 50%
• Mean Squared Error 50%
• Minimax 50%
• Discrete Process 50%
• Model Order 50%
• Finite Order 50%
• Finite Sequence 50%
• Optimal Order 50%
• Regularized Least Squares 50%
• Least Squares Estimator 50%
• Autoregressive Representation 50%
• Autoregressive Approximation 50%
• Ordered Choice 50%
• Decay Coefficient 50%

Mathematics

• Upper Bound 100%
• Minimax 100%
• Time Series Modeling 100%
• Gaussian Distribution 50%
• Time Process 50%
• Discrete Time 50%
• Model Selection 50%
• Numerical Analysis 50%
• Least Square 50%
• Squared Error 50%
• Finite Order 50%
• Autoregressive Model 50%
• Finite Sequence 50%
• Square Estimator 50%