Asymptotic distributions of prediction errors and related tests of fit for nonstationary processes (Q579813)

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Asymptotic distributions of prediction errors and related tests of fit for nonstationary processes
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    Asymptotic distributions of prediction errors and related tests of fit for nonstationary processes (English)
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    1987
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    Limit distributions of prediction errors
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    nonstationary processes
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    supercritical branching processes
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    explosive autoregressive processes
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    estimated prediction errors
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    new tests of fit
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