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A modified Hannan--Rissanen strategy for mixed autoregressive-moving average order determination |
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| Authors: | POSKITT D S |
| Institution: | Department of Statistics, Institute of Advanced Studies, Australian National University Canberra, A.C.T. 2601, Australia |
| Abstract: | |
| Keywords: | Autoregressive-moving average Bias Consistency Model selection criterion Order determination |
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