Asymptotic Theory and Unified Confidence Region for an Autoregressive Model (Q3120660)

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Asymptotic Theory and Unified Confidence Region for an Autoregressive Model
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    Asymptotic Theory and Unified Confidence Region for an Autoregressive Model (English)
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    5 March 2019
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    autoregressive model
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    empirical likelihood
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    unified confidence region
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    finite sample performance
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