Hypothesis testing for nearly nonstationary autoregressive models (Q911201)

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scientific article; zbMATH DE number 4143295
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    Hypothesis testing for nearly nonstationary autoregressive models
    scientific article; zbMATH DE number 4143295

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      Hypothesis testing for nearly nonstationary autoregressive models (English)
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      1990
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      nearly nonstationary autoregressive processes of first and second order
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      general model
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      limit distribution
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      functionals of simple diffusion processes
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