Autoregressive-output-analysis methods revisited (Q1805485)

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Autoregressive-output-analysis methods revisited
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    Autoregressive-output-analysis methods revisited (English)
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    3 July 1995
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    strong consistency
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    time series
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    autoregressive-output-analysis method
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    confidence interval
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    steady-state mean of a simulated process
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    predictive least-squares criterion
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    autoregressive order
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    order estimator
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    degrees of freedom
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    asymptotically valid confidence-interval procedure
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