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Rank Based Dickey–Fuller Test Statistics - MaRDI portal

Rank Based Dickey–Fuller Test Statistics (Q4828161)

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scientific article; zbMATH DE number 2118723
Language Label Description Also known as
English
Rank Based Dickey–Fuller Test Statistics
scientific article; zbMATH DE number 2118723

    Statements

    title
    Rank Based Dickey–Fuller Test Statistics (English)
    0 references
    author
    Sung K. Ahn
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    Stergios B. Fotopoulos
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    publication date
    24 November 2004
    0 references
    zbMATH Keywords
    unit roots
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    arcsine distribution
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    local times
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    Brownian motion
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    cites work
    Q4039796
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    Identifiers

    zbMATH DE Number
    2118723
    0 references
    OpenAlex ID
    W1977386873
    0 references
     
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