Residual empirical processes and their application to GM-testing for the autoregression order (Q2439931)

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Residual empirical processes and their application to GM-testing for the autoregression order
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    Residual empirical processes and their application to GM-testing for the autoregression order (English)
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    26 March 2014
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    hypotheses testing
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    autoregression
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    generalized M-tests
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    robustness
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    outliers
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    residual empirical processes
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