ON THE SELECTION OF SUBSET AUTOREGRESSIVE TIME SERIES MODELS (Q3341715)

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ON THE SELECTION OF SUBSET AUTOREGRESSIVE TIME SERIES MODELS
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    ON THE SELECTION OF SUBSET AUTOREGRESSIVE TIME SERIES MODELS (English)
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    1984
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    order determination
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    estimation of subset autoregressive time series models
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    model selection
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    maximum likelihood
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    residual variance
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