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Changes of Variance in First-Order Autoregressive Time Series Models-With an Application

https://doi.org/10.2307/2347232
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Outgoing claims: the papers this work cites, builds on, or argues with.

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Some Theorems on Quadratic Forms Applied in the Study of Analysis of Variance Problems, I. Effect of Inequality of Variance in the One-Way Classification
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Time Series Analysis, Forecasting, and Control
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Stationarity of Random Data: Some Implications for the Distribution of Stock Price Changes

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