Information criteria for multivariate CARMA processes (Q2405128)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Information criteria for multivariate CARMA processes |
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Information criteria for multivariate CARMA processes (English)
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21 September 2017
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AIC
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BIC
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CARMA process
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consistency
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information criteria
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law of iterated logarithm
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Kronecker index
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quasi maximum likelihood estimation
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