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Statistical predictor identification. (English) Zbl 0259.62076

MSC:
62M20 Inference from stochastic processes and prediction
62E20 Asymptotic distribution theory in statistics
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[1] Akaike H. (1969). Fitting autoregressive models for prediction,Ann. Inst. Statist. Math.,21, 243–247. · Zbl 0202.17301 · doi:10.1007/BF02532251
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[6] Akaike, H. (1969). Power spectrum estimation through autoregressive model fitting,Ann. Inst. Statist. Math.,21, 407–419. · Zbl 0218.62113 · doi:10.1007/BF02532269
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[9] Jones, R. H. (1964). Prediction of multivariate time series,J. of Applied Meteorology,3, 285–289. · doi:10.1175/1520-0450(1964)003<0285:POMTS>2.0.CO;2
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