Pages that link to "Item:Q2455422"
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The following pages link to Weighted Dickey-Fuller processes for detecting stationarity (Q2455422):
Displaying 8 items.
- Sequential control of time series by functionals of kernel-weighted empirical processes under local alternatives (Q1764213) (← links)
- Detection of Stationary Errors in Multiple Regressions with Integrated Regressors and Cointegration (Q2854358) (← links)
- Monitoring procedures to detect unit roots and stationarity (Q2886978) (← links)
- Sequentially Updated Residuals and Detection of Stationary Errors in Polynomial Regression Models (Q3527719) (← links)
- A surveillance procedure for random walks based on local linear estimation (Q3569204) (← links)
- Robust Sign Test for the Unit Root Hypothesis of Autoregression (Q4618060) (← links)
- Sequential Estimation and Control of Time-Varying Unit Root Processes with an Application to S&P Stock Price (Q5389554) (← links)
- Weighted simulated integrated conditional moment tests for parametric conditional distributions of stationary time series processes (Q5864457) (← links)
