Model identification for infinite variance autoregressive processes (Q528139): Difference between revisions
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Revision as of 00:31, 5 March 2024
scientific article
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English | Model identification for infinite variance autoregressive processes |
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Model identification for infinite variance autoregressive processes (English)
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12 May 2017
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Akaike's information criterion
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all-pass models
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autoregressive processes
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infinite variance
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noncausal
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