ESTIMATION OF THE ORDER OF A MOVING AVERAGE MODEL FROM AUTOREGRESSIVE AND WINDOW ESTIMATES OF THE INVERSE CORRELATION FUNCTION (Q3219618): Difference between revisions

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Property / DOI: 10.1111/j.1467-9892.1983.tb00365.x / rank
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Latest revision as of 22:17, 20 December 2024

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ESTIMATION OF THE ORDER OF A MOVING AVERAGE MODEL FROM AUTOREGRESSIVE AND WINDOW ESTIMATES OF THE INVERSE CORRELATION FUNCTION
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    ESTIMATION OF THE ORDER OF A MOVING AVERAGE MODEL FROM AUTOREGRESSIVE AND WINDOW ESTIMATES OF THE INVERSE CORRELATION FUNCTION (English)
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    1983
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    window estimates
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    inverse correlation function
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    moving average model
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    maximum likelihood estimation
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    Akaike information criterion
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    FPE sub 2 criterion
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    order-selection-criteria
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    simulation study
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    finite sample behaviour
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