E. Gassiat

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All published works

Action	Title	Year	Authors
+	Error exponents for AR order testing	2006	Stéphane Boucheron E. Gassiat

Common Coauthors

Coauthor	Papers Together
Stéphane Boucheron	1

Commonly Cited References

Action	Title	Year	Authors	# of times referenced
+	Asymptotic Statistics	1998	Aad van der Vaart	1
+	Large Deviations via Parameter Dependent Change of Measure, and an Application to the Lower Tail of Gaussian Processes	1995	Amir Dembo Ofer Zeitouni	1
+	Optimal importance sampling for some quadratic forms of ARMA processes	1995	Piero Barone Anna Gigli Mauro Piccioni	1
+	Asymptotic mean efficiency of a selection of regression variables	1983	Ritei Shibata	1
+ PDF Chat	Strong Consistency of the PLS Criterion for Order Determination of Autoregressive Processes	1989	Elder M. Hemerly Michael H. Davis	1
+ PDF Chat	Testing the order of a model	2006	Antoine Chambaz	1
+ PDF Chat	Risk bounds for model selection via penalization	1999	Andrew R. Barron Lucien Birgé Pascal Massart	1
+	Weak Convergence and Empirical Processes	1996	Aad van der Vaart Jon A. Wellner	1
+	A functional large deviations principle for quadratic forms of Gaussian stationary processes	1999	Fabrice Gamboa Alain Rouault Marguerite Zani	1
+ PDF Chat	The Estimation of the Order of a Mixture Model	1997	Didier Dacunha‐Castelle Élisabeth Gassiat	1
+ PDF Chat	The estimation of the model order in exponential families	1989	Neri Merhav	1
+	Large deviations for quadratic forms of stationary Gaussian processes	1997	Bernard Bercu Fabrice Gamboa Alain Rouault	1
+ PDF Chat	The Strong Ergodic Theorem for Densities: Generalized Shannon-McMillan-Breiman Theorem	1985	Andrew R. Barron	1
+	On Bahadur asymptotic efficiency of the maximum likelihood and quasi-maximum likelihood estimators in Gaussian stationary processes	2000	Yoshihide Kakizawa	1
+ PDF Chat	Model selection for (auto-)regression with dependent data	2001	Yannick Baraud Fabienne Comte Gabrielle Viennet	1
+	None	1997	Włodzimierz Bryc Amir Dembo	1
+	Asymptotic analysis of error probabilities for the nonzero-mean Gaussian hypothesis testing problem	1990	R.K. Bahr	1
+	Testing the order of a model using locally conic parametrization: population mixtures and stationary ARMA processes	1999	Didier Dacunha‐Castelle Élisabeth Gassiat	1
+ PDF Chat	Sharp large deviations for Gaussian quadratic forms with applications	2000	Bernard Bercu Fabrice Gamboa Marc Lavielle	1
+	An asymptotic property of model selection criteria	1998	Yuhong Yang Andrew R. Barron	1
+	Recursive Order Estimation of Autoregressions Without Bounding the Model Set	1991	Elder M. Hemerly Michael H. Davis	1
+	Asymptotic Theory of Statistical Inference for Time Series	2000	Masanobu Taniguchi Yoshihide Kakizawa	1
+	Introduction to Time Series and Forecasting	2002	Peter J. Brockwell Richard A. Davis	1