A new look at the statistical model identification

DOI10.1109/TAC.1974.1100705zbMath0314.62039WikidataQ26778401 ScholiaQ26778401MaRDI QIDQ5966880

Publication date: 1974

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric hypothesis testing (62F03)

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