Distribution of the Estimators for Autoregressive Time Series With a Unit Root 论文
1979Journal of the American Statistical Association引用 9062
Financial Risk and Volatility ModelingBayesian Methods and Mixture ModelsComplex Systems and Time Series Analysis
摘要
David A. Dickey, Wayne A. Fuller, Distribution of the Estimators for Autoregressive Time Series With a Unit Root, Journal of the American Statistical Association, Vol. 74, No. 366 (Jun., 1979), pp. 427-431