A bootstrap view on dickey-fuller control charts for AR(1) series
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- Marie Hušková & Claudia Kirch, 2012. "Bootstrapping sequential change-point tests for linear regression," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 75(5), pages 673-708, July.
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Keywords
Autoregressive time series; control chart; invariance principle; least squares; resampling; unit root;All these keywords.
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