Model selection for integrated autoregressive processes of infinite order (Q765828)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Model selection for integrated autoregressive processes of infinite order |
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Model selection for integrated autoregressive processes of infinite order (English)
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22 March 2012
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asymptotic efficiency
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integrated AR\((\infty )\) processes
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mean squared prediction error
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