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MR1806885 (2003c:62061) 62F12
Knopov, P. S. On a nonstationary model of $M$-estimators with discrete time. (Ukrainian) Teor. Ĭmovīr. Mat. Stat. No. 57 (1997), 60--66; translation in Theory Probab. Math. Statist. No. 57 (1998), 61--67 (1999)
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