ARMA model order estimation based on the eigenvalues of the covariance matrix (Q4276682)

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scientific article; zbMATH DE number 494219
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ARMA model order estimation based on the eigenvalues of the covariance matrix
scientific article; zbMATH DE number 494219

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    ARMA model order estimation based on the eigenvalues of the covariance matrix (English)
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    7 February 1994
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