On the use of autoregressive order determination criteria in univariate white noise tests (Q3792105)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the use of autoregressive order determination criteria in univariate white noise tests |
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On the use of autoregressive order determination criteria in univariate white noise tests (English)
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1988
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New tests of white noise
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autoregressive order determination criteria
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AIC
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BIC
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autoregressive moving average model
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new order selection method
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simulation
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