A note on the distribution of the least squares estimator of a random walk with drift
1995 ◽
Vol 48
(3-4)
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pp. 221-228
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1981 ◽
Vol 9
(5)
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pp. 1114-1118
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Keyword(s):
1984 ◽
Vol 13
(14)
◽
pp. 1781-1791
2006 ◽
Vol 91
(8)
◽
pp. 930-939
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Keyword(s):