First-order random coefficient autoregressive (RCA(1)) model: Joint Whittle estimation and information (Q2814796)
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English | First-order random coefficient autoregressive (RCA(1)) model: Joint Whittle estimation and information |
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First-order random coefficient autoregressive (RCA(1)) model: Joint Whittle estimation and information (English)
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23 June 2016
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nonlinear time series
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RCA model
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Whittle's estimation and information
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