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Monitoring Procedures to Detect Unit Roots and Stationarity

Monitoring Procedures to Detect Unit Roots and Stationarity

12 January 2010
A. Steland
ArXiv (abs)PDFHTML

Papers citing "Monitoring Procedures to Detect Unit Roots and Stationarity"

3 / 3 papers shown
Title
Weighted Dickey-Fuller Processes for Detecting Stationarity
Weighted Dickey-Fuller Processes for Detecting Stationarity
A. Steland
57
15
0
12 Jan 2010
Optimal Sequential Kernel Detection for Dependent Processes
Optimal Sequential Kernel Detection for Dependent Processes
A. Steland
65
11
0
12 Jan 2010
Random walks - a sequential approach
Random walks - a sequential approach
A. Steland
61
10
0
12 Jan 2010
1