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Weighted Dickey-Fuller processes for detecting stationarity - MaRDI portal

Weighted Dickey-Fuller processes for detecting stationarity (Q2455422)

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Weighted Dickey-Fuller processes for detecting stationarity
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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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