A comparison of some autocovariance-based methods of arma...

A comparison of some autocovariance-based methods of arma model selection: a simulation study

Paparoditis, Efstathios
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Volume:
45
Language:
english
Journal:
Journal of Statistical Computation and Simulation
DOI:
10.1080/00949659308811474
Date:
February, 1993
File:
PDF, 982 KB
english, 1993
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