Subset regression time series and its modeling procedures
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Publication:1263208
DOI10.1016/0047-259X(89)90067-5zbMath0687.62073MaRDI QIDQ1263208
Publication date: 1989
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
identificationconsistencyorderlinear time seriesiterated logarithmAICBICrecursionsleast squares estimatorssweeping algorithmARMA seriesARMA residualsconvergence rate of LS estimation of regression parameterslaw of the
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05) Point estimation (62F10)
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