A DERIVATION OF THE INFORMATION CRITERIA FOR SELECTING AUTOREGRESSIVE MODELS

被引:12
作者
BHANSALI, RJ
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D O I
10.2307/1427304
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
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页码:360 / 387
页数:28
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