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Testing computer components

Publisher
Elsevier Science
Year
1968
Weight
431 KB
Volume
1
Category
Article
ISSN
0029-1021

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This article reviews recent work on testing for the presence of non!stationary unobserved components and presents it in a uni\_ed way[ Tests against random walk components and seasonal components are given and it is shown how the procedures may be extended to multivariate models and models with stru