Weak convergence of marked empirical processes for focused inference on \(\mathrm{AR}(p)\) vs \(\mathrm{AR}(p+1)\) stationary time series (Q1930624): Difference between revisions

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Latest revision as of 02:47, 6 July 2024

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Weak convergence of marked empirical processes for focused inference on \(\mathrm{AR}(p)\) vs \(\mathrm{AR}(p+1)\) stationary time series
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    Weak convergence of marked empirical processes for focused inference on \(\mathrm{AR}(p)\) vs \(\mathrm{AR}(p+1)\) stationary time series (English)
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    11 January 2013
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    goodness-of-fit
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    autoregressive processes
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    marked processes
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    transformations of processes in inference
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