A TEST FOR STATIONARITY VERSUS TRENDS AND UNIT ROOTS FOR A WIDE CLASS OF DEPENDENT ERRORS (Q3434189): Difference between revisions

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+Estimation of Long Memory in the Presence of a Smooth Nonparametric Trend
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+Testing the null hypothesis of stationarity against the alternative of a unit root. How sure are we that economic time series have a unit root?
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+On weak convergence of integral functionals of stochastic processes with applications to processes taking paths in \(L^ E_ p\)
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+Exact local Whittle estimation of fractional integration
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+Log-periodogram regression of time series with long range dependence
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+The Hurst effect under trends
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+Gaussian semiparametric estimation of long range dependence
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+Large-sample inference for nonparametric regression with dependent errors
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+Detecting shocks: Outliers and breaks in time series
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+Tests for Parameter Instability and Structural Change With Unknown Change Point
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+A new test for structural stability in the linear regression model
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+Asymptotics for linear processes
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+Weak convergence in \(L^p(0,1)\) of the uniform empirical process under dependence
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+An Adaptive, Rate-Optimal Test of a Parametric Mean-Regression Model Against a Nonparametric Alternative
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+A model for long memory conditional heteroscedasticity.
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+Rescaled variance and related tests for long memory in volatility and levels
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+A Fractional Dickey-Fuller Test for Unit Roots
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+Modeling volatility persistence of speculative returns: a new approach
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+The Invariance Principle for Stationary Processes
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+Broadband log-periodogram regression of time series with long-range dependence
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+Long-Term Memory in Stock Market Prices
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+Consistent estimation of the memory parameter for nonlinear time series
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