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Likelihood inference for a nonstationary fractional autoregressive model

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References

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1990The Fractional Unit Root Distribution235 cited
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1989Convergence en loi des suites d'intégrales stochastiques sur l'espace $$\mathbb{D}$$ 1 de Skorokhod

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192 cited

2002A Fractional Dickey-Fuller Test for Unit Roots153 cited

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