Parameter estimation for nearly nonstationary AR(1) processes (Q1324198)
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scientific article; zbMATH DE number 571364
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parameter estimation for nearly nonstationary AR(1) processes |
scientific article; zbMATH DE number 571364 |
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Parameter estimation for nearly nonstationary AR(1) processes (English)
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12 November 1996
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small-noise nearly nonstationary AR(1) process
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innovations
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functional limit theorem
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asymptotic normality
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