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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Latest revision as of 18:02, 21 June 2024

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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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