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20052009
most citedUnderstanding the atomic-scale contrast in Kelvin Probe Force Microscopy

71 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…