Selecting optimal multistep predictors for autoregressive processes of unknown order. (Q1879949)

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Selecting optimal multistep predictors for autoregressive processes of unknown order.
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    Selecting optimal multistep predictors for autoregressive processes of unknown order. (English)
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    15 September 2004
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    accumulated prediction error
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    autoregressive process
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    model selection
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    optimal multistep predictor
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