Practical small sample inference for single lag subset autoregressive models (Q2427148)

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Practical small sample inference for single lag subset autoregressive models
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    Practical small sample inference for single lag subset autoregressive models (English)
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    8 May 2008
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    Yule-Walker
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    Burg
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    maximum likelihood
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    estimating equations
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    saddlepoint approximation
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    confidence intervals
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    longitudinal data
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