Approximate confidence sets for a stationary \(AR(p)\) process (Q2495839)

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Approximate confidence sets for a stationary \(AR(p)\) process
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    Approximate confidence sets for a stationary \(AR(p)\) process (English)
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    30 June 2006
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    asymptotic expansions
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    asymptotic confidence levels
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    stationary autoregressive process
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    very weak expansions
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