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Improved estimators of Kullback–Leibler information for autoregressive model selection in small samples
HURVICH, CLIFFORD M., SHUMWAY, ROBERT, TSAI, CHIH-LINGVolume:
77
Year:
1990
Language:
english
Journal:
Biometrika
DOI:
10.1093/biomet/77.4.709
File:
PDF, 1.33 MB
english, 1990