A robust version of the KPSS test based on indicators (Q276913): Difference between revisions

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+Long memory processes and fractional integration in econometrics
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+THE FUNCTIONAL CENTRAL LIMIT THEOREM AND WEAK CONVERGENCE  TO STOCHASTIC INTEGRALS I
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+Consistency of Kernel Estimators of Heteroscedastic and Autocorrelated Covariance Matrices
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+Generalizations of the KPSS‐test for stationarity
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+Cube root asymptotics
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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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+Long-Term Memory in Stock Market Prices
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+Properties of sequences of partial sums of polynomial regression residuals with applications to tests for change of regression at unknown times
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+ASYMPTOTICS FOR NONLINEAR TRANSFORMATIONS OF INTEGRATED  TIME SERIES
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+Q4001821
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+Q3713481
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+An invariant sign test for random walks based on recursive median adjustment
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