Towards a unified asymptotic theory for autoregression (Q3800934)

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Towards a unified asymptotic theory for autoregression
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    Towards a unified asymptotic theory for autoregression (English)
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    1987
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    first-order autoregression
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    noncentrality parameter
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    unit root
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    asymptotic theory
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    continuous time estimation
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    asymptotic power of tests
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    local alternatives
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    Brownian motion
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    near-integrated process
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    moment conditions
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    weak dependence conditions
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    diffusion process
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