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scientific article; zbMATH DE number 269310
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| English | No label defined |
scientific article; zbMATH DE number 269310 |
Statements
19 September 1993
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one-step-ahead forecast errors
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autoregressive time series model
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time series
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residuals
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new state variable
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matrix of observed transition probabilities
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expected transition probabilities
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trend change models
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I- divergence
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0.7312184572219849
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0.7258597016334534
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