Dickey David A. (Дикки, Дэвид А.)
Обновлено: 24-09-2010
Место работы | Unknown (Unknown) / Professor in the Department of Statistics North Carolina State University |
Публикации на портале:
Статьи
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Dickey D.A., Fuller W.A. Distribution of the Estimators for Autoregressive Time Series With a Unit Root
// Journal of the American Statistical Association.
1979.
Vol. 74.
No. 366.
P. 427-431.
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Dickey D.A., Said E.S. Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order
// Biometrika.
1984.
Vol. 71.
No. 3.
P. 599-607.
Домашняя страница | http://www.stat.ncsu.edu/~dickey/ |
dickey@stat.ncsu.edu |