Consistent model selection criteria and goodness-of-fit test for common time series models (Q2180087)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Consistent model selection criteria and goodness-of-fit test for common time series models |
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Consistent model selection criteria and goodness-of-fit test for common time series models (English)
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13 May 2020
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model selection
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affine causal processes
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consistency
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BIC
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portmanteau test
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