Time Series and Model Selection (Q3625301): Difference between revisions

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+Q4137964
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+Informational complexity criteria for regression models.
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+Regression and ICOMP—A Simulation Study
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+On estimating the order of an ARMA process
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+Q4840212
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+Consistent order selection with strongly dependent data and its application to efficient estimation.
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+Selecting optimal ARMA order by a minimum spectrum distance criterion
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