Markovian processes, two-sided autoregressions and finite-sample inference for stationary and nonstationary autoregressive processes

By: Contributor(s): Material type: TextTextSeries: CRDE Cahier seriesPublication details: Montreal CRDE, University of Montreal 2000Description: 36pISBN:
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Item type Current library Status Barcode
Working Papers (Print) Working Papers (Print) IGIDR Available G18110

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