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Ciprian Doru Giurcuaneanu

1 paper here

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  • first author1

Across the 1 of 1 paper where every author was matched, so the position is known.

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  • math.ST1

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most citedEstimation of AR and ARMA models by stochastic complexity

12 citations · 12 across the 1 of their papers we have counts for

collaborators

1 paper

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…

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