Likelihood ratio test for change in persistence (Q6164680)

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scientific article; zbMATH DE number 7720137
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Likelihood ratio test for change in persistence
scientific article; zbMATH DE number 7720137

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    Likelihood ratio test for change in persistence (English)
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    28 July 2023
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    change in persistence
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    likelihood ratio test
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    unit root test
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    lag length selection
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    bootstrap
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    recoloring
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