On time series with randomized unit root and randomized seasonal unit root (Q951936)

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scientific article; zbMATH DE number 5361819
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English
On time series with randomized unit root and randomized seasonal unit root
scientific article; zbMATH DE number 5361819

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    On time series with randomized unit root and randomized seasonal unit root (English)
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    4 November 2008
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    Brownian motion
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    Markov chain Monte Carlo
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    randomized seasonal unit root
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    randomized unit root
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    score-based test
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