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Revision as of 13:26, 20 February 2024
scientific article; zbMATH DE number 5026132
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English | Assessing Persistence In Discrete Nonstationary Time‐Series Models |
scientific article; zbMATH DE number 5026132 |
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Assessing Persistence In Discrete Nonstationary Time‐Series Models (English)
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24 May 2006
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Cramér representation
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stochastic unit root model
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stochastic integration
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impulse response
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variance ratio
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