On determination of the order of an autoregressive model (Q2277731)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On determination of the order of an autoregressive model |
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Statements
On determination of the order of an autoregressive model (English)
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1988
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order determination
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strong consistency
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time series
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autoregressive model
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information theoretic criterion
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convergence rate
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probability of wrong determination
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