Order selection statistical test for nonstationary AR models
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Cites work
- A Predictive Least-Squares Principle
- Adaptive prediction by least squares predictors in stochastic regression models with applications to time series
- Consistency of the least-squares identification method
- Dynamic system identification. Experiment design and data analysis
- Estimating the dimension of a model
- scientific article; zbMATH DE number 4106081 (Why is no real title available?)
- scientific article; zbMATH DE number 3565994 (Why is no real title available?)
- scientific article; zbMATH DE number 3444596 (Why is no real title available?)
- Least squares estimates in stochastic regression models with applications to identification and control of dynamic systems
- Limiting distributions of least squares estimates of unstable autoregressive processes
- Modeling by shortest data description
- On convergence of least-squares identifiers of autoregressive models having stable and unstable roots
- Order selection for AR models by predictive least squares
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