A similarity-based approach to time-varying coefficient non-stationary autoregression (Q2931596)

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A similarity-based approach to time-varying coefficient non-stationary autoregression
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    A similarity-based approach to time-varying coefficient non-stationary autoregression (English)
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    26 November 2014
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    autoregression
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    consistency
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    dual stocks
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    non-stationarity
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    similarity
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    time-varying
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