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
Rank Based Dickey–Fuller Test Statistics (English)
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24 November 2004
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unit roots
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arcsine distribution
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local times
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Brownian motion
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