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Volumn 12, Issue 4, 1996, Pages 705-723

The limit distribution of level crossings of a random walk, and a simple unit root test

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[No Author keywords available]

Indexed keywords


EID: 0030495052     PISSN: 02664666     EISSN: None     Source Type: Journal    
DOI: 10.1017/s026646660000699x     Document Type: Article
Times cited : (18)

References (5)
  • 1
    • 0003027312 scopus 로고
    • A survey of recent progress on level-crossing problems for random processes
    • Abrahams, J. (1986) A survey of recent progress on level-crossing problems for random processes. Communications and Networks, 6-25.
    • (1986) Communications and Networks , pp. 6-25
    • Abrahams, J.1
  • 3
    • 0347799340 scopus 로고
    • Comportement asymptotique du temps d'occupation du processus des sommes partielles
    • Akonom, J. (1993) Comportement asymptotique du temps d'occupation du processus des sommes partielles. Annales de l'Institut Henri Poincaré 29 (1), 57-81.
    • (1993) Annales de L'Institut Henri Poincaré , vol.29 , Issue.1 , pp. 57-81
    • Akonom, J.1
  • 4
    • 84945596342 scopus 로고
    • On the theory of testing serial correlation
    • Anderson, T.W. (1948) On the theory of testing serial correlation. Skandinavisk Aktuarietidskrift 31, 88-116.
    • (1948) Skandinavisk Aktuarietidskrift , vol.31 , pp. 88-116
    • Anderson, T.W.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.