Inference and model selection in general causal time series with exogenous covariates (Q2136604)
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scientific article
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| English | Inference and model selection in general causal time series with exogenous covariates |
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Inference and model selection in general causal time series with exogenous covariates (English)
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11 May 2022
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causal processes
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exogenous covariates
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quasi-maximum likelihood estimator
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consistency
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boundary
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significance test
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model selection
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penalized criterion
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