Partial autocorrelation parameterization for subset autoregression
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Publication:3440751
DOI10.1111/j.1467-9892.2006.00481.xzbMath1111.62080arXiv1611.01370OpenAlexW2054799291MaRDI QIDQ3440751
Publication date: 29 May 2007
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1611.01370
maximum likelihood estimationAkaike information criterionDurbin-Levinson recursionbest predictors selection
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Uses Software
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