New autoregressive (AR) order selection criteria based on the prediction error estimation (Q635064)

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scientific article; zbMATH DE number 5940308
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New autoregressive (AR) order selection criteria based on the prediction error estimation
scientific article; zbMATH DE number 5940308

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    New autoregressive (AR) order selection criteria based on the prediction error estimation (English)
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    19 August 2011
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    autoregressive model order selection
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    prediction error
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    least-squares-forward method
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