Exact distributions, density functions and moments of the least squares estimator in a first-order autoregressive model (Q1361520)
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English | Exact distributions, density functions and moments of the least squares estimator in a first-order autoregressive model |
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Exact distributions, density functions and moments of the least squares estimator in a first-order autoregressive model (English)
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25 August 1997
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joint characteristic functions
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trigonometric function
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distribution function
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moments
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