Wayne A. Fuller
- Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root
1981/07/01 by David A. Dickey, Wayne A. Fuller · 94 citations
Economics, Econometrics and Finance · Mathematics · #Advanced Statistical Methods and Models #Autoregressive model #Econometrics #Financial Risk and Volatility Modeling #Geology #Mathematics #Series (stratigraphy) #Statistical Methods and Inference #Statistics #Unit root
- Distribution of the Estimators for Autoregressive Time Series with a Unit Root
1979/06/01 by David A. Dickey, Wayne A. Fuller · 97 citations
Computer Science · Economics, Econometrics and Finance · #Bayesian Methods and Mixture Models #Complex Systems and Time Series Analysis #Financial Risk and Volatility Modeling