Maximum likelihood estimation and unit root test for first order Random Coefficient AutoRegressive mode (Q538254)
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scientific article; zbMATH DE number 5899472
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Maximum likelihood estimation and unit root test for first order Random Coefficient AutoRegressive mode |
scientific article; zbMATH DE number 5899472 |
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Maximum likelihood estimation and unit root test for first order Random Coefficient AutoRegressive mode (English)
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24 May 2011
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ergodicity
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strict stationarity
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time series
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