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Time-varying parameter auto-regressive models for autocovariance nonstationary time series

✍ Scribed by WanChun Fei; Lun Bai

Book ID: 107347892
Publisher: SP Science China Press
Year: 2009
Tongue: English
Weight: 311 KB
Volume: 52
Category: Article
ISSN: 1674-7283
DOI: 10.1007/s11425-008-0163-3

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