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Browsing by Subject "Process information"

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    • Article  

      An improved divergence information criterion for the determination of the order of an ar process 

      Mantalos, Panagiotis; Mattheou, K.; Karagrigoriou, Alex (2010)
      In this article we propose a modification of the recently introduced divergence information criterion (DIC, Mattheou et al., 2009) for the determination of the order of an autoregressive process and show that it is an ...

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