Weighted Dickey-Fuller processes for detecting stationarity (Q2455422)
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scientific article
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| English | Weighted Dickey-Fuller processes for detecting stationarity |
scientific article |
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Weighted Dickey-Fuller processes for detecting stationarity (English)
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24 October 2007
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autoregressive unit root
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change point
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control chart
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nonparametric smoothing
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sequential analysis
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robustness
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0.8343274593353271
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0.7847295999526978
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0.7592805624008179
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0.7511231899261475
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0.7508171200752258
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