On a method of identification of best subset model from full ar-model (Q4883465)

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scientific article; zbMATH DE number 895460
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On a method of identification of best subset model from full ar-model
scientific article; zbMATH DE number 895460

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    On a method of identification of best subset model from full ar-model (English)
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    2 July 1996
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    identification
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    subset selection
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    information criterion
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    modal reduction
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    time series
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