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Weighted Dickey-Fuller Processes for Detecting Stationarity

Weighted Dickey-Fuller Processes for Detecting Stationarity

12 January 2010
A. Steland
ArXiv (abs)PDFHTML

Papers citing "Weighted Dickey-Fuller Processes for Detecting Stationarity"

3 / 3 papers shown
Title
Monitoring Procedures to Detect Unit Roots and Stationarity
Monitoring Procedures to Detect Unit Roots and Stationarity
A. Steland
64
26
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