Relations between information criteria for model-structure selection Part 3. Strong consistency of the predictive least squares criterion (Q3356194): Difference between revisions
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English | Relations between information criteria for model-structure selection Part 3. Strong consistency of the predictive least squares criterion |
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Relations between information criteria for model-structure selection Part 3. Strong consistency of the predictive least squares criterion (English)
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1990
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least squares structures selection
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ARMA processes
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maximum likelihood estimator
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