On same-realization prediction in an infinite-order autoregressive process. (Q1810711): Difference between revisions

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On same-realization prediction in an infinite-order autoregressive process.
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    On same-realization prediction in an infinite-order autoregressive process. (English)
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    9 June 2003
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    Autoregressive process
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    Goodness of fit
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    Least squares
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    Model complexity
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    Ridge regression
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    Same-realization prediction
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