Testing for parameter constancy in general causal time-series models (Q2931597)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for parameter constancy in general causal time-series models |
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Testing for parameter constancy in general causal time-series models (English)
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26 November 2014
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semiparametric test
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change of parameters
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causal processes
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quasi-maximum likelihood estimator
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weak convergence
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