Process Safety and Environmental Protection · 2024 · 13 citations · 34 references
ComputingData ScienceMachine LearningStatistical LearningTime Series AnalysisCointegration AnalysisDigital Signal ProcessingStationarity AnalysisTime Series ComputationTime Series Feature ExtractionTime Series ModelingProcess MonitoringStationarity Features
34
Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root
David A. Dickey, Wayne A. Fuller · Econometrica · 1981 · 14.6K citations
Business, Economics, Econometrics +15