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汉南-奎因准则
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汉南-奎因准则
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汉南-奎因准则
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Hannan–Quinn information criterion, HQC
汉南-奎因准则
用于统计模型选择的一种准则,简称HQC,由汉南-奎因(Hannan-Quinn)在1979年为了解决自回归(autoregressive, AR)时间序列模型中的定阶问题提出。
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