Publication:3660739
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zbMath0514.62097MaRDI QIDQ3660739
Publication date: 1983
model selection; autoregressive model; order selection; minimum Akaike information criterion; minimax choice of generalized AIC procedure
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62B10: Statistical aspects of information-theoretic topics
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