迪基-福勒检验 (Chinese Wikipedia)

Analysis of information sources in references of the Wikipedia article "迪基-福勒检验" in Chinese language version.

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doi.org

  • Dickey, David A.; Fuller, Wayne A.; Fuller W.A. Distribution of the Estimators for Autoregressive Time Series with a Unit Root. Journal of the American Statistical Association. 1979-06, 74 (366a): 427–431. doi:10.1080/01621459.1979.10482531.