The variance ratio and trend stationary model as extensions of a constrained autoregressive model (Q3065530)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The variance ratio and trend stationary model as extensions of a constrained autoregressive model |
scientific article |
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The variance ratio and trend stationary model as extensions of a constrained autoregressive model (English)
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6 January 2011
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random walk
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autoregressive models
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variance ratio
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trend stationary model
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trend stationarity
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