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The determination of the order of process- and noise dynamics. (English) Zbl 0307.93038
Identif. Syst. Param. Estim., Proc. 3rd IFAC Symp., The Hague/Delft, 929-938 (1973).

93E10 Estimation and detection in stochastic control theory
62M10 Time series, auto-correlation, regression, etc. in statistics (GARCH)
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