The estimation of the order of an ARMA process (Q1148094): Difference between revisions

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Revision as of 02:23, 5 March 2024

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The estimation of the order of an ARMA process
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    The estimation of the order of an ARMA process (English)
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    1980
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    estimation of order of ARMA process
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    strong consistency
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    maximum lags
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    law of iterated logarithm
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    identification
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