Unit root tests and dramatic shifts with infinite variance processes (Q3184468): Difference between revisions
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Revision as of 11:04, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Unit root tests and dramatic shifts with infinite variance processes |
scientific article |
Statements
Unit root tests and dramatic shifts with infinite variance processes (English)
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21 October 2009
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unit root
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stable processes
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partial sums
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limit distributions
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empirical size and power
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