1. Dickey, D.A., Fuller, W.A.: Distributions of the estimators for autoregressive time series with a unit root. Jour. Amer. Stat. Assoc. 74, 427–431 (1979). https://doi.org/10.2307/2286348
2. Dudziński, M., Furmańczyk, K., Orłowski, A.: Some proposal of the test for a random walk detection and its application in the stock market data analysis. Quant. Methods Econ. 19, 339–346 (2018). https://doi.org/10.22630/MIBE.2018.19.4.32
3. Dudziński, M., Furmańczyk, K., Orłowski, A.: New test for a random walk detection based on the arcsine law. In: ITISE 2019 International Conference on Time Series and Forecasting, Proceedings of Papers 25–27 September 2019, vol. 1, pp. 236–243. Godel Impresiones Digitales S.L., Granada (Spain) (2019)
4. Feller, W.: An Introduction to Probability Theory and its Applications. Wiley, New York (1968)
5. Maddala, G.S.: Introduction to Econometrics. Morgan Kaufmann, Wiley, New York (2001)