Automatic model identification using vector sample autocorrelation function (Q3800937)

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Automatic model identification using vector sample autocorrelation function
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    Automatic model identification using vector sample autocorrelation function (English)
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    1986
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    time series
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    iterated regression estimates
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    autoregressive-moving average process
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    vector sample autocorrelation function
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    VSACF)
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    automatic model identification procedure
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