On the Bickel-Rosenblatt test for first-order autoregressive models (Q1612967)

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On the Bickel-Rosenblatt test for first-order autoregressive models
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    On the Bickel-Rosenblatt test for first-order autoregressive models (English)
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    5 September 2002
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    AR(1) process
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    Gaussian test
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    stationary process
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    explosive process
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    unstable process
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    goodness of fit test
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