Model selection for integrated autoregressive processes of infinite order (Q765828): Difference between revisions

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+A new look at the statistical model identification
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+PREDICTION ERRORS IN NONSTATIONARY AUTOREGRESSIONS OF INFINITE ORDER
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+Order selection for same-realization predictions in autoregressive processes
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+Asymptotically efficient selection of the order of the model for estimating parameters of a linear process
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+Order selection in nonstationary autoregressive models
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