Consistent order selection with strongly dependent data and its application to efficient estimation. (Q1858970)

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scientific article; zbMATH DE number 1869224
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Consistent order selection with strongly dependent data and its application to efficient estimation.
scientific article; zbMATH DE number 1869224

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    Consistent order selection with strongly dependent data and its application to efficient estimation. (English)
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    17 February 2003
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    order selection
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    distributed lag models
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    strong dependence
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