Asymptotic normality of the least-squares estimates for higher order autoregressive integrated processes with some applications
Year of publication: |
1993
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Authors: | Choi, In |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 9.1993, 2, p. 263-282
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Subject: | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Theorie | Theory |
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