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- W2022154246 abstract "This paper derives the exact joint distribution of the minimal sufficient statistics in the first-order AR(1) model with Gaussian errors and zero start-up value. The results are fundamental to an exact distribution theory for the statistics that are typically of interest in this model." @default.
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- W2022154246 title "The density of the sufficient statistics for a Gaussian AR(1) model in terms of generalized functions" @default.
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