On the Asymptotic Power of the Likelihood Ratio Criterion for Testing the Hypothesis of Nonstationarity of an Autoregressive Series with Cauchy Innovations

Author： Gaas O. V.  

Publisher： MAIK Nauka/Interperiodica

ISSN： 0032-9460

Source： Problems of Information Transmission, Vol.40, Iss.2, 2004-04, pp. : 175-185

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