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Parameter estimation for nearly nonstationary AR(1) processes

✍ Scribed by K. Dzhaparidze; J. Kormos; T. van der Meer; M.C.A. van Zuijlen

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

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Minimum Distance Estimation in AR(1)-pro

✍ Michel Piot 📂 Article 📅 2002 🏛 Springer US 🌐 English ⚖ 356 KB