Fitting models in time series analysis (Q3962373)

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Fitting models in time series analysis
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    Fitting models in time series analysis (English)
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    1982
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    fitting models
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    time series analysis
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    order estimation
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    identification
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    ARMA-processes
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    tutorial survey of recent advances
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    final prediction error
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    information criterion
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    asymptotic performance
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    Bayesian approach
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    minimum description length criterion
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    iterated logarithm criterion
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    Parzen method
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    maximum chi-square method
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