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