Nearly unstable multidimensional AR processes (Q1130386)
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scientific article; zbMATH DE number 1192635
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nearly unstable multidimensional AR processes |
scientific article; zbMATH DE number 1192635 |
Statements
Nearly unstable multidimensional AR processes (English)
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20 August 1998
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nearly unstable autoregressive process
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Ornstein-Uhlenbeck process
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limiting distribution
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likelihood ratio
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