New Method of Order Estimation for ARMA/ARMAX Processes (Q3058499)

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New Method of Order Estimation for ARMA/ARMAX Processes
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    New Method of Order Estimation for ARMA/ARMAX Processes (English)
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    3 December 2010
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    order estimation
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    convergence rate
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    strong consistency
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    autoregressive moving average (ARMA) process
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    ARMAX processes
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