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20052008
most citedBand offset determination of the GaAs/GaAsN interface using the DFT method

19 citations

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math.ST2007★ 12 cited

Estimation of AR and ARMA models by stochastic complexity

Ciprian Doru Giurcăneanu, Jorma Rissanen

In this paper the stochastic complexity criterion is applied to estimation of the order in AR and ARMA models. The power of the criterion for short strings is illustrated by simula…