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The calculation of the limiting distribution of the least squares estimator of the parameter in a random walk model
Authors:
Evans, G. B. A. Savin, N. E.
Citation:
A. Evans, G. B. et E. Savin, N., The calculation of the limiting distribution of the least squares estimator of the parameter in a random walk model, Annals of statistics , 9(5), 1981, pp. 1114-1118
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