Nonparametric likelihood inference for general autoregressive models (Q257487): Difference between revisions
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Property / Mathematics Subject Classification ID: 62G08 / rank | |||
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Property / Mathematics Subject Classification ID: 62M30 / rank | |||
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Property / Mathematics Subject Classification ID: 65C40 / rank | |||
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Property / zbMATH DE Number: 6557220 / rank | |||
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empirical likelihood | |||
Property / zbMATH Keywords: empirical likelihood / rank | |||
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functional of Brownian motion | |||
Property / zbMATH Keywords: functional of Brownian motion / rank | |||
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double unit roots | |||
Property / zbMATH Keywords: double unit roots / rank | |||
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martingale inference | |||
Property / zbMATH Keywords: martingale inference / rank | |||
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seasonal unit roots | |||
Property / zbMATH Keywords: seasonal unit roots / rank | |||
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Revision as of 13:39, 27 June 2023
scientific article
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English | Nonparametric likelihood inference for general autoregressive models |
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Statements
Nonparametric likelihood inference for general autoregressive models (English)
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17 March 2016
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empirical likelihood
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functional of Brownian motion
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double unit roots
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martingale inference
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seasonal unit roots
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