Weighted Dickey-Fuller processes for detecting stationarity
From MaRDI portal
Publication:2455422
DOI10.1016/j.jspi.2007.04.018zbMath1122.62079arXiv1001.1833MaRDI 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
robustness; sequential analysis; nonparametric smoothing; change point; control chart; autoregressive unit root
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62P30: Applications of statistics in engineering and industry; control charts
62L99: Sequential statistical methods
62M99: Inference from stochastic processes
60F17: Functional limit theorems; invariance principles
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