Parameter estimation in a stationary autoregressive process with correlated multiple observations (Q1330190): Difference between revisions

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+Statistics for Modern Business Decisions (2nd ed.).
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+Large-sample inference for a regression model with autocorrelated errors
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+Large-sample tests of homogeneity for time series models
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+Q3827448
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+Q4040465
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+Q5663198
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+EMPIRICAL BAYES ESTIMATION FOR FIRST-ORDER AUTOREGRESSIVE PROCESSES
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+Q5556138
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+Q3857500
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