Large-sample tests of homogeneity for time series models (Q3314790)
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English | Large-sample tests of homogeneity for time series models |
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Large-sample tests of homogeneity for time series models (English)
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1984
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large-sample tests of homogeneity
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time series models
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autoregressive processes
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likelihood ratio test
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mixed autoregressive-moving average process
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score test
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Wald statistic
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