Exact distributions, density functions and moments of the least squares estimator in a first-order autoregressive model (Q1361520)

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Exact distributions, density functions and moments of the least squares estimator in a first-order autoregressive model
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    Exact distributions, density functions and moments of the least squares estimator in a first-order autoregressive model (English)
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    25 August 1997
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    joint characteristic functions
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    trigonometric function
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    distribution function
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    moments
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