An approach to direct selection of best subset ar model (Q4347022)
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scientific article; zbMATH DE number 1044274
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An approach to direct selection of best subset ar model |
scientific article; zbMATH DE number 1044274 |
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An approach to direct selection of best subset ar model (English)
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18 September 1997
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autoregressive models
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subset selection
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spurious regressor variables identification
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singular value decomposition
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AIC
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SIC
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