Hypothesis testing for nearly nonstationary autoregressive models (Q911201)
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scientific article; zbMATH DE number 4143295
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Hypothesis testing for nearly nonstationary autoregressive models |
scientific article; zbMATH DE number 4143295 |
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Hypothesis testing for nearly nonstationary autoregressive models (English)
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1990
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nearly nonstationary autoregressive processes of first and second order
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general model
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limit distribution
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functionals of simple diffusion processes
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