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20132023
most citedKullback-Leibler Divergence and Akaike Information Criterion in General Hidden Markov Models

2 citations · 2 across the 3 of their papers we have counts for

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stat.AP2016

Asymptotic Inference for AR(1) Penal Data

Jianfei Shen, Tianxiao Pang

A general asymptotic theory is given for the panel data AR(1) model with time series independent in different cross sections. The theory covers the cases of stationary process, nea…