Distribution of the Estimators for Autoregressive Time Series With a Unit Root
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Publication:3048115
DOI10.2307/2286348zbMath0413.62075OpenAlexW4230644069WikidataQ29394427 ScholiaQ29394427MaRDI QIDQ3048115
David A. Dickey, Wayne A. Fuller
Publication date: 1979
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/2286348
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric estimation (62G05) Sums of independent random variables; random walks (60G50)
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