Consistency of Araike's information criterion for infinite variance autoregressive processes (Q1120236)

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scientific article; zbMATH DE number 4100453
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Consistency of Araike's information criterion for infinite variance autoregressive processes
scientific article; zbMATH DE number 4100453

    Statements

    Consistency of Araike's information criterion for infinite variance autoregressive processes (English)
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    1989
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    infinite variance
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    autoregressions
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    domain of attraction of a stable law
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    Akaike's information criterion
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    consistency
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