On determination of the order of an autoregressive model (Q2277731): Difference between revisions
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Revision as of 06:33, 5 March 2024
scientific article
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English | On determination of the order of an autoregressive model |
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On determination of the order of an autoregressive model (English)
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1988
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order determination
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strong consistency
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time series
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autoregressive model
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information theoretic criterion
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convergence rate
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probability of wrong determination
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