Testing proportionality for autoregressive processes
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Publication:4679945
DOI10.1109/TIT.2002.808122zbMath1063.62122MaRDI QIDQ4679945
Publication date: 31 May 2005
Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: hypothesis testing (62M07)
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