Local power functions of tests for double unit roots (Q5313480)

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scientific article; zbMATH DE number 2201046
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Local power functions of tests for double unit roots
scientific article; zbMATH DE number 2201046

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    Local power functions of tests for double unit roots (English)
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    1 September 2005
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    asymptotic local power function
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    Brownian motion
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    Ornstein-Uhlenbeck process
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