A NOTE ON AIC ORDER DETERMINATION FOR MULTIVARIATE AUTOREGRESSIONS (Q3821443)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A NOTE ON AIC ORDER DETERMINATION FOR MULTIVARIATE AUTOREGRESSIONS |
scientific article |
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A NOTE ON AIC ORDER DETERMINATION FOR MULTIVARIATE AUTOREGRESSIONS (English)
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1988
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random walk results
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order determination
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martingale central limit theorem
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limiting probability
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multivariate autoregression
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AIC-type procedures
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