Efficient detection of random coefficients in autoregressive models (Q1429321)

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Efficient detection of random coefficients in autoregressive models
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    Efficient detection of random coefficients in autoregressive models (English)
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    18 May 2004
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    random coefficient autoregressive models
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    local asymptotic normality
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    one-sided multiparameter tests
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    one-sided multiparameter alternatives
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