Model identification for infinite variance autoregressive processes (Q528139)
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scientific article; zbMATH DE number 6714810
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Model identification for infinite variance autoregressive processes |
scientific article; zbMATH DE number 6714810 |
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Model identification for infinite variance autoregressive processes (English)
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12 May 2017
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Akaike's information criterion
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all-pass models
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autoregressive processes
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infinite variance
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noncausal
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