Simultaneous confidence bands for Yule-Walker estimators and order selection (Q450047)
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scientific article
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| English | Simultaneous confidence bands for Yule-Walker estimators and order selection |
scientific article |
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Simultaneous confidence bands for Yule-Walker estimators and order selection (English)
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3 September 2012
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autoregressive processes
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extreme value distributions
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order selection
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AIC
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0.8403047919273376
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0.7710850834846497
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0.766150951385498
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