Confidence intervals for autoregressive coefficients near one (Q5939172)

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scientific article; zbMATH DE number 1625292
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Confidence intervals for autoregressive coefficients near one
scientific article; zbMATH DE number 1625292

    Statements

    Confidence intervals for autoregressive coefficients near one (English)
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    29 July 2001
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    sequence tests
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    unit root
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    point optimal tests
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    confidence intervals
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