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Testing for the extent of instability in nearly unstable processes - MaRDI portal

Testing for the extent of instability in nearly unstable processes (Q6655920)

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scientific article; zbMATH DE number 7960950
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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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