The inverse partial correlation function of a time series and its applications (Q1050734)
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English | The inverse partial correlation function of a time series and its applications |
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The inverse partial correlation function of a time series and its applications (English)
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1983
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inverse partial correlation function
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time series
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order estimation
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autoregressive spectral estimate
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discrete stationary process
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inverse spectral density
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inverse covariance function
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moving average process
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Cleveland-Parzen equations
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modification of Akaike criterion
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simulation study
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