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Q4381979 - MaRDI portal

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scientific article; zbMATH DE number 1133212
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English
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scientific article; zbMATH DE number 1133212

    Statements

    publication date
    23 June 1998
    0 references
    zbMATH Keywords
    Brownian motion
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    Brownian bridge
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    Dickey-Fuller distribution
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    ordinary least squares
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    unit root processes
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    measurement errors
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    Identifiers

    Mathematics Subject Classification ID
    62M10
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    62E20
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    91B84
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    62P20
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    zbMATH DE Number
    1133212
    0 references
     
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