A test for comparing two discrete stochastic dynamical systems under heteroskedasticity (Q691309): Difference between revisions

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Revision as of 23:24, 19 March 2024

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A test for comparing two discrete stochastic dynamical systems under heteroskedasticity
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    A test for comparing two discrete stochastic dynamical systems under heteroskedasticity (English)
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    30 November 2012
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    AR models
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    hypothesis testing
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    heterogeneity
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    \(L^p\)-mixingales
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    wavelets
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