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March 1, 1985Journal of the American Statistical Association

Time Series and System Analysis with Applications.

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Authors

EPEmanuel ParzenINSEADSPSudhakar M. PanditMichigan Technological UniversitySWShien-Ming WuUniversity of Wisconsin–Madison

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Parzen et al. (1985) studied this question.

synapsesocial.com/papers/6a12ef35f7bd4f5c7da71bcdhttps://doi.org/10.2307/2288103
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