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scientific article
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scientific article

    Statements

    publication date
    16 January 1993
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    zbMATH Keywords
    LAMN-families
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    spectral regression
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    locally asymptotically mixed normal family
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    nonstationary time series
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    full information estimation
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    full maximum likelihood estimation
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    error correction model format
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    Identifiers

    Mathematics Subject Classification ID
    62M15
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    62M10
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    62F12
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    zbMATH DE Number
    88842
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