Weighted Dickey-Fuller processes for detecting stationarity
Publication:2455422
DOI10.1016/J.JSPI.2007.04.018zbMath1122.62079arXiv1001.1833OpenAlexW2025501308MaRDI QIDQ2455422
Publication date: 24 October 2007
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1001.1833
robustnesssequential analysisnonparametric smoothingchange pointcontrol chartautoregressive unit root
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics in engineering and industry; control charts (62P30) Sequential statistical methods (62L99) Inference from stochastic processes (62M99) Functional limit theorems; invariance principles (60F17)
Related Items (5)
Cites Work
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