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Cliff-Ord test
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almost periodic functions
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characteristic function
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Mynbaev, Kairat
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Distributions escaping to infinity and the limiting power of the Cliff-Ord test for autocorrelation
Mynbaev, Kairat
-
Volkswirtschaftliche Fakultät, …
-
2011
We consider a family of proper random variables which converges to an
improper
random
variable
. The limit in …
Persistent link: https://www.econbiz.de/10011111232
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