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Optimal Detection of Exponential Component in Autoregressive Models - MaRDI portal

Optimal Detection of Exponential Component in Autoregressive Models (Q3505305)

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Optimal Detection of Exponential Component in Autoregressive Models
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    Optimal Detection of Exponential Component in Autoregressive Models (English)
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    18 June 2008
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    exponential components
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    local asymptotic normality
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    pseudo-Gaussian test
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