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Latest revision as of 17:51, 5 March 2024

scientific article; zbMATH DE number 897212
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scientific article; zbMATH DE number 897212

    Statements

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    8 October 1996
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    unit root hypothesis
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    power comparisons
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    maximum likelihood estimation
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    MA(1) processes
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    moving average
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    unit circle
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    generalized likelihood ratio test
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    largest local maximizer
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