Order selection for heteroscedastic autoregression: a study on concentration (Q613183)
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scientific article; zbMATH DE number 5828050
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| English | Order selection for heteroscedastic autoregression: a study on concentration |
scientific article; zbMATH DE number 5828050 |
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Order selection for heteroscedastic autoregression: a study on concentration (English)
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20 December 2010
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autoregression
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order selection
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non-stationarity
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concentration
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