Model-Selection-Based Detection of Unit Root Allowing for Various Trend-Break Types.
Kosei FukudaPublished in: Commun. Stat. Simul. Comput. (2008)
Keyphrases
- model selection
- cross validation
- hyperparameters
- parameter estimation
- sample size
- statistical learning
- bayesian learning
- machine learning
- mixture model
- error estimation
- selection criterion
- meta learning
- model selection criteria
- feature selection
- variable selection
- generalization error
- information criterion
- regression model
- parameter determination
- gaussian process
- statistical inference
- bayesian methods
- leave one out cross validation
- motion segmentation
- bayesian information criterion
- data mining
- marginal likelihood
- maximum likelihood
- bayesian model selection
- automatic model selection
- subspace information criterion