An introduction to stochastic unit-root processes (Q1367137)

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scientific article; zbMATH DE number 1062724
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English
An introduction to stochastic unit-root processes
scientific article; zbMATH DE number 1062724

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    An introduction to stochastic unit-root processes (English)
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    3 May 1998
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    doubly stochastic
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    cointegration
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    approximate maximum likelihood
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    exact unit roots
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    stochastic unit roots
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