Model selection for infinite variance time series (Q4843863)
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scientific article; zbMATH DE number 787224
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Model selection for infinite variance time series |
scientific article; zbMATH DE number 787224 |
Statements
Model selection for infinite variance time series (English)
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17 August 1995
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autoregressive process
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infinite variance
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model selection
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predictive criteria
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robust estimation
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