Detection of a unit root in monitoring AR(p) process with combination of a sequential procedure and the augmented Dickey-Fuller test
Detection of a unit root in monitoring AR(p) process with combination of a sequential procedure and the augmented Dickey-Fuller test
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结合顺序过程和增强迪基-富勒检验来检测监控 AR(p) 过程中的单位根
DOI:
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发表时间:
2021
期刊:
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通讯作者:
and J. Tao
中科院分区:
文献类型:
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作者:
K.Nagai;K. Hitomi;Y.Nishiyama;and J. Tao