Testing for the extent of instability in nearly unstable processes (Q6655920)
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scientific article; zbMATH DE number 7960950
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for the extent of instability in nearly unstable processes |
scientific article; zbMATH DE number 7960950 |
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Testing for the extent of instability in nearly unstable processes (English)
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27 December 2024
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nearly unstable autoregressive process
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unit root test
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martingales
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