Partial autocorrelation parameterization for subset autoregression (Q3440751)

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Partial autocorrelation parameterization for subset autoregression
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    Partial autocorrelation parameterization for subset autoregression (English)
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    29 May 2007
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    best predictors selection
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    maximum likelihood estimation
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    Akaike information criterion
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    Durbin-Levinson recursion
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