Least squares estimation for critical random coefficient first-order autoregressive processes (Q2489808)

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Least squares estimation for critical random coefficient first-order autoregressive processes
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    Least squares estimation for critical random coefficient first-order autoregressive processes (English)
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    28 April 2006
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    Critical process
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    Random coefficient AR(1)
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    Test of criticality
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    Weighted and ordinary least squares
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