Approximate confidence sets for a stationary \(AR(p)\) process (Q2495839): Difference between revisions
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English | Approximate confidence sets for a stationary \(AR(p)\) process |
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Approximate confidence sets for a stationary \(AR(p)\) process (English)
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30 June 2006
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asymptotic expansions
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asymptotic confidence levels
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stationary autoregressive process
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very weak expansions
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