Expectation of the limiting distribution of the LSE of a unit root process (Q3449015)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Expectation of the limiting distribution of the LSE of a unit root process |
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Expectation of the limiting distribution of the LSE of a unit root process (English)
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3 November 2015
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discrete Fourier matrix
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integrated Brownian motion
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Karhunen-Loéve expansion
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nonstationary time series
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unit root
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