ON THE CHOICE OF THE ORDER OF AUTOREGRESSIVE MODELS: A RANKING AND SELECTION APPROACH (Q3333928): Difference between revisions
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scientific article
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English | ON THE CHOICE OF THE ORDER OF AUTOREGRESSIVE MODELS: A RANKING AND SELECTION APPROACH |
scientific article |
Statements
ON THE CHOICE OF THE ORDER OF AUTOREGRESSIVE MODELS: A RANKING AND SELECTION APPROACH (English)
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1984
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Akaike's information criterion
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model identification
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estimating the order of autoregressive models
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sampling variations
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