On time series with randomized unit root and randomized seasonal unit root (Q951936)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On time series with randomized unit root and randomized seasonal unit root |
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On time series with randomized unit root and randomized seasonal unit root (English)
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4 November 2008
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Brownian motion
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Markov chain Monte Carlo
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randomized seasonal unit root
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randomized unit root
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score-based test
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