New Test for a Random Walk Detection Based on the Arcsine Law (Q5048328): Difference between revisions

@@ Property / author @@
-Arkadiusz Orłowski
@@ Property / author: Arkadiusz Orłowski / rank @@
-Normal rank
@@ Property / author @@
+Arkadiusz Orłowski
@@ Property / author: Arkadiusz Orłowski / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1007/978-3-030-56219-9_4
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@@ Property / OpenAlex ID @@
+W3109647717
@@ Property / OpenAlex ID: W3109647717 / rank @@
+Normal rank
@@ Property / cites work @@
+Distribution of the Estimators for Autoregressive Time Series With a Unit Root
+Normal rank
@@ Property / cites work @@
+Q5538132
@@ Property / cites work: Q5538132 / rank @@
+Normal rank
@@ Property / cites work @@
+Time Series Regression with a Unit Root
@@ Property / cites work: Time Series Regression with a Unit Root / rank @@
+Normal rank
@@ Property / cites work @@
+Testing for a unit root in time series regression
@@ Property / cites work: Testing for a unit root in time series regression / rank @@
+Normal rank
@@ Property / cites work @@
+Testing for unit roots in autoregressive-moving average models of unknown order
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@@ Property / cites work @@
+Testing the random walk hypothesis: power versus frequency of observation
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