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Large-sample tests of homogeneity for time series models |
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| Authors: | BASAWA, I. V. BILLARD, L. SRINIVASAN, R. |
| Affiliation: | Department of Mathematical Statistics, La Trobe University Melbourne, Australia Department of Statistics and Computer Science, University of Georgia Athens, Georgia, U.S.A. |
| Abstract: | |
| Keywords: | Autoregressive processes Likelihood ratio test Mixed autoregressive-moving average process Score test Wald statistic |
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