Testing for random walk coefficients in regression and state space models

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Bibliographic Information

Title
"Testing for random walk coefficients in regression and state space models"
Statement of Responsibility
Martin Moryson
Publisher
  • Physica-Verlag
Publication Year
  • c1998
Book size
24 cm

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Notes

Originally presented as the author's thesis (doctoral)--Humboldt Univ., 1998

Bibliography: p. [301]-317

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