Asymptotically efficient autoregressive model selection for multistep prediction (Q1359407)

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scientific article; zbMATH DE number 1029310
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Asymptotically efficient autoregressive model selection for multistep prediction
scientific article; zbMATH DE number 1029310

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    Asymptotically efficient autoregressive model selection for multistep prediction (English)
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    22 November 1999
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    AIC
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    FPE
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    order determination
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    time series
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