Open AccessAsymptotics of unit root tests under sequential sampling via diffusion approximation
Author(s) -
Keiji Nagai
Publication year - 2010
Publication title -
teoriâ veroâtnostej i ee primeneniâ
Language(s) - English
Resource type - Journals
eISSN - 2305-3151
pISSN - 0040-361X
DOI - 10.4213/tvp4255
Subject(s) - unit root , sampling (signal processing) , root (linguistics) , mathematics , diffusion , statistics , unit (ring theory) , statistical physics , computer science , physics , thermodynamics , mathematics education , philosophy , linguistics , filter (signal processing) , computer vision