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A method for testing the order of an autoregressive-moving average process |
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| Authors: | GODOLPHIN E. J. |
| Affiliation: | Department of Statistics and Computer Science, Royal Holloway College Egham, Surrey |
| Abstract: | |
| Keywords: | Autoregressive moving average process Hypothesis testing Model identification Residual serial correlation Residual transformation Stationary time series |
| 本文献已被 Oxford 等数据库收录！ | |