Asymptotic Expansions Associated with the AR(1) Model with Unknown Mean (Q3324878)
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English | Asymptotic Expansions Associated with the AR(1) Model with Unknown Mean |
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Asymptotic Expansions Associated with the AR(1) Model with Unknown Mean (English)
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1983
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first order autoregressive process
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unknown, constant mean
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explicit expressions for asymptotic expansions
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least squares estimators
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t-ratio test statistics
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