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