No label defined (Q4884610)
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scientific article; zbMATH DE number 897212
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| English | No label defined |
scientific article; zbMATH DE number 897212 |
Statements
8 October 1996
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unit root hypothesis
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power comparisons
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maximum likelihood estimation
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MA(1) processes
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moving average
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unit circle
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generalized likelihood ratio test
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largest local maximizer
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0.8806261
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0.87085366
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0.85940933
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0.8529515
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0.8519325
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