A NOTE ON AIC ORDER DETERMINATION FOR MULTIVARIATE AUTOREGRESSIONS (Q3821443): Difference between revisions

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+Fitting autoregressive models for prediction
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+Statistical predictor identification
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+Q5512461
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+Asymptotic distribution of the order selected by AIC in multivariate autoregressive model fitting
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+A Combinatorial Lemma and Its Application to Probability Theory
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+On the fitting of multivariate autoregressions, and the approximate canonical factorization of a spectral density matrix
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