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Autoregression (Statistics)

LC control no.sh 85010465
Topical headingAutoregression (Statistics)
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See alsoRegression analysis
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Stochastic processes
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Found inWork cat.: Dufour, J. A specification error theorem for predictions from estimated autoregressions, 1982.
Kendall, M. Dict. of stat. terms (generation of observations, with each observation partly dependent on those immediately preceding it ... a stochastic process of a conditional kind)