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scientific article

    Statements

    author
    Jukka Nyblom
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    publication date
    1986
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    zbMATH Keywords
    time-varying parameters
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    Most powerful tests
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    deterministic linear trend
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    random walk
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    powers
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    Pitman asymptotic relative efficiencies
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    Identifiers

    DOI
    10.2307/2289247
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    Mathematics Subject Classification ID
    62M10
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    62H15
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    62E20
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    zbMATH DE Number
    3956281
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