THE SHQC CRITERION FOR ORDER SELECTION IN AUTOREGRESSIVE MODELS (Q2820400)

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THE SHQC CRITERION FOR ORDER SELECTION IN AUTOREGRESSIVE MODELS
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    THE SHQC CRITERION FOR ORDER SELECTION IN AUTOREGRESSIVE MODELS (English)
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    16 September 2016
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    autoregressive models
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    order selection
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    information criteria
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    SIC
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    HQC
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    simulation
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