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Model structure selection for multivariable systems by cross-validation methods - MaRDI portal

Model structure selection for multivariable systems by cross-validation methods (Q3802457)

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Model structure selection for multivariable systems by cross-validation methods
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    Model structure selection for multivariable systems by cross-validation methods (English)
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    1988
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    model structure selection
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    scaling invariance
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    maximum likelihood method
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    cross-validation criterion
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    multi-variable ARMA models
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    vector processes
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    Akaike's criterion
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