Maximum likelihood estimates of incorrect Markov models for time series and the derivation of AIC (Q3888396)
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English | Maximum likelihood estimates of incorrect Markov models for time series and the derivation of AIC |
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Maximum likelihood estimates of incorrect Markov models for time series and the derivation of AIC (English)
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1980
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maximum likelihood estimates
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Markov models
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Akaike information criterion
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autoregressive model
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ergodic stationary process
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maximal correlation coefficient
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negative entropy
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