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Testing nested and non-nested periodically integrated autoregressive models - MaRDI portal

Testing nested and non-nested periodically integrated autoregressive models (Q4226844)

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scientific article; zbMATH DE number 1253641
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English
Testing nested and non-nested periodically integrated autoregressive models
scientific article; zbMATH DE number 1253641

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    Testing nested and non-nested periodically integrated autoregressive models (English)
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    23 February 1999
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    seasonality
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    model selection
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    periodicity
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