# A Characterization of the Dickey-Fuller Distribution With Some Extensions to the Multivariate Case

Book chapter

Cerqueti, R, Costantini, M and Lupi, C (2009). A Characterization of the Dickey-Fuller Distribution With Some Extensions to the Multivariate Case. in: Martinez, WL (ed.) Proceedings of the Joint Statistical Meeting (Business and Economic Statistics Section), 1-6 August 2009, Washington DC, USA American Statistical Association.

Authors | Cerqueti, R, Costantini, M and Lupi, C |
---|---|

Editors | Martinez, WL |

Abstract | This paper provides a theoretical functional representation of the density function related to the |

Year | 2009 |

Book title | Proceedings of the Joint Statistical Meeting (Business and Economic Statistics Section), 1-6 August 2009, Washington DC, USA |

Publisher | American Statistical Association |

Publication process dates | |

Accepted | 19 Nov 2009 |

Deposited | 08 Apr 2020 |

Web address (URL) | https://ww2.amstat.org/meetings/jsm/2009/ |

Accepted author manuscript | License CC BY 4.0 File Access Level Open |

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https://openresearch.lsbu.ac.uk/item/8971x

###### Accepted author manuscript

CCL_Proceedings_JSM.pdf | |

License: CC BY 4.0 | |

File access level: Open |

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